-58.7%
ZTS vs CRL
+37.9%
-96.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.4% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | +1.2% | +5.0% | -3.7% | +0.2% |
| 3M | -6.0% | +50.6% | -56.6% | -14.4% |
| 6M | -38.7% | +60.9% | -99.7% | -45.3% |
| YTD | -40.6% | +40.7% | -81.4% | -45.6% |
| 1Y | -50.6% | +73.3% | -123.9% | -56.9% |
| 3Y | -58.7% | +40.6% | -99.3% | -65.3% |
| All | -58.7% | +37.9% | -96.7% | -65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling