-29.3%
ZTS vs CRL
+99.6%
-128.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.1% |
| 7D | +5.6% | +0.1% | +5.4% | +5.5% |
| 30D | +12.1% | +11.9% | +0.2% | +9.2% |
| 3M | +11.3% | +20.2% | -8.9% | +6.8% |
| 6M | +14.3% | +107.5% | -93.2% | -3.3% |
| YTD | -31.9% | +69.4% | -101.3% | -40.3% |
| 1Y | -29.3% | +99.7% | -129.0% | -43.0% |
| All | -29.3% | +99.6% | -128.8% | -43.0% |
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