-62.3%
ZTS vs CELH
-10.8%
-51.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.1% |
| 7D | -3.7% | -11.2% | +7.5% | -2.6% |
| 30D | -0.8% | -1.4% | +0.7% | -0.7% |
| 3M | -9.7% | -4.2% | -5.6% | -10.0% |
| 6M | -38.4% | -40.5% | +2.1% | -35.4% |
| YTD | -41.1% | -40.5% | -0.6% | -38.4% |
| 1Y | -50.6% | -53.0% | +2.4% | -47.3% |
| 3Y | -59.1% | -59.1% | -0.1% | -57.4% |
| All | -62.3% | -10.8% | -51.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CELH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling