-7.8%
CLX vs ZBRA
+58.5%
-66.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +1.0% |
| 7D | +9.5% | +0.6% | +8.9% | +9.5% |
| 30D | +30.7% | -14.0% | +44.7% | +31.9% |
| 3M | +4.2% | -14.7% | +18.9% | +5.2% |
| 6M | +22.1% | +31.3% | -9.2% | +19.8% |
| YTD | +14.1% | +33.4% | -19.4% | +11.3% |
| 1Y | +10.3% | +34.1% | -23.8% | +7.6% |
| 3Y | -7.8% | +59.9% | -67.7% | -14.8% |
| All | -7.8% | +58.5% | -66.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling