+55.5%
ZTS vs CLX
-2.6%
+58.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -4.5% | -5.9% | +1.4% | -3.0% |
| 30D | -3.3% | -17.0% | +13.7% | +1.5% |
| 3M | -9.7% | -9.6% | -0.2% | -7.5% |
| 6M | -38.8% | -21.5% | -17.3% | -35.2% |
| YTD | -41.2% | -8.8% | -32.4% | -40.1% |
| 1Y | -50.3% | -24.7% | -25.6% | -46.9% |
| 3Y | -59.1% | -35.6% | -23.5% | -55.0% |
| 5Y | -62.8% | -37.6% | -25.1% | -59.4% |
| All | +55.5% | -2.6% | +58.1% | +53.2% |
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