+55.5%
ZTS vs CRL
+249.3%
-193.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -4.5% | -6.9% | +2.4% | -2.2% |
| 30D | -3.3% | -3.2% | -0.1% | -2.4% |
| 3M | -9.7% | +46.5% | -56.3% | -21.6% |
| 6M | -38.8% | +63.1% | -102.0% | -49.3% |
| YTD | -41.2% | +36.9% | -78.0% | -48.6% |
| 1Y | -50.3% | +78.1% | -128.4% | -60.7% |
| 3Y | -59.1% | +36.7% | -95.8% | -67.0% |
| 5Y | -62.8% | -38.1% | -24.7% | -58.9% |
| All | +55.5% | +249.3% | -193.8% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling