+200.2%
ZTS vs CRL
+748.4%
-548.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.1% |
| 7D | -1.0% | +4.4% | -5.4% | -2.8% |
| 30D | +10.8% | +17.1% | -6.3% | +4.0% |
| 3M | +14.1% | +32.1% | -18.0% | +2.4% |
| 6M | +0.8% | +98.9% | -98.2% | -22.5% |
| YTD | -33.1% | +77.1% | -110.2% | -47.1% |
| 1Y | -30.0% | +110.3% | -140.3% | -48.1% |
| 3Y | -49.5% | +108.5% | -158.0% | -65.4% |
| 5Y | -60.2% | -7.9% | -52.4% | -63.1% |
| 10Y | +77.0% | +368.9% | -291.9% | -19.5% |
| All | +200.2% | +748.4% | -548.1% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling