-62.8%
ZTS vs CRL
-37.4%
-25.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.3% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | +1.2% | +5.0% | -3.7% | -0.1% |
| 3M | -6.0% | +50.6% | -56.6% | -16.4% |
| 6M | -38.7% | +60.9% | -99.7% | -46.9% |
| YTD | -40.6% | +40.7% | -81.4% | -46.8% |
| 1Y | -50.6% | +73.3% | -123.9% | -58.5% |
| 3Y | -58.7% | +40.6% | -99.3% | -65.3% |
| 5Y | -62.8% | -37.0% | -25.8% | -60.1% |
| All | -62.8% | -37.4% | -25.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling