+87.8%
ZTS vs CLX
+32.0%
+55.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.7% |
| 7D | +5.6% | +9.5% | -3.9% | +3.0% |
| 30D | +12.1% | +30.7% | -18.6% | +4.2% |
| 3M | +11.3% | +4.2% | +7.0% | +9.7% |
| 6M | +14.3% | +22.1% | -7.8% | +7.9% |
| YTD | -31.9% | +14.1% | -46.0% | -34.8% |
| 1Y | -29.3% | +10.3% | -39.6% | -31.7% |
| 3Y | -48.0% | -7.8% | -40.2% | -47.7% |
| 5Y | -58.9% | -20.8% | -38.0% | -57.9% |
| All | +87.8% | +32.0% | +55.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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