-33.6%
CLX vs ZBH
-19.5%
-14.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.4% | -0.5% |
| 7D | -3.5% | -5.2% | +1.7% | -2.2% |
| 30D | -11.9% | -2.4% | -9.5% | -11.3% |
| 3M | -2.6% | +8.3% | -10.9% | -4.6% |
| 6M | -18.2% | +0.7% | -18.8% | -18.7% |
| YTD | -5.9% | +5.3% | -11.2% | -7.6% |
| 1Y | -23.8% | -9.1% | -14.8% | -22.9% |
| 3Y | -33.6% | -19.7% | -13.9% | -33.8% |
| All | -33.6% | -19.5% | -14.1% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling