-26.7%
ZTS vs CRL
+85.3%
-112.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.3% | +14.8% | +8.3% |
| 7D | +15.4% | -12.8% | +28.2% | +17.3% |
| 30D | +25.8% | +5.0% | +20.8% | +23.6% |
| 3M | +18.1% | +39.4% | -21.3% | +9.7% |
| 6M | -19.7% | +89.4% | -109.1% | -30.8% |
| YTD | -27.5% | +63.6% | -91.1% | -36.1% |
| 1Y | -26.7% | +83.5% | -110.2% | -38.6% |
| All | -26.7% | +85.3% | -112.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling