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  • ZTS vs CRL✓SelectedUSD · CRLZTS vs CRL performance historyLatest closeAs of-2.97%09/08
Stock and ETF performance explorer

ZTS vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-58.7%
CRL return
+37.9%
Excess return
-96.7%
Maximum drawdown
-63.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
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