-3.3%
CLX vs ZBH
-17.1%
+13.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.7% |
| 7D | -5.9% | -6.6% | +0.7% | -5.1% |
| 30D | -17.0% | -4.9% | -12.1% | -16.6% |
| 3M | -9.6% | +5.1% | -14.7% | -10.1% |
| 6M | -21.5% | +1.3% | -22.9% | -21.8% |
| YTD | -8.8% | +3.4% | -12.2% | -9.3% |
| 1Y | -24.7% | -8.7% | -16.0% | -24.3% |
| 3Y | -35.6% | -21.2% | -14.4% | -34.8% |
| 5Y | -37.6% | -29.2% | -8.4% | -36.9% |
| All | -3.3% | -17.1% | +13.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling