-3.3%
CLX vs ZBRA
+425.5%
-428.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.9% | -3.8% | -2.1% | -5.6% |
| 30D | -17.0% | -10.2% | -6.8% | -16.3% |
| 3M | -9.6% | +58.7% | -68.3% | -12.9% |
| 6M | -21.5% | +61.9% | -83.4% | -24.7% |
| YTD | -8.8% | +41.7% | -50.5% | -11.8% |
| 1Y | -24.7% | +12.4% | -37.0% | -26.0% |
| 3Y | -35.6% | +34.2% | -69.8% | -38.6% |
| 5Y | -37.6% | -40.8% | +3.1% | -38.0% |
| All | -3.3% | +425.5% | -428.8% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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