-50.3%
ZTS vs CLX
-25.7%
-24.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -4.5% | -5.9% | +1.4% | -3.1% |
| 30D | -3.3% | -17.0% | +13.7% | +1.1% |
| 3M | -9.7% | -9.6% | -0.2% | -7.7% |
| 6M | -38.8% | -21.5% | -17.3% | -34.4% |
| YTD | -41.2% | -8.8% | -32.4% | -38.7% |
| 1Y | -50.3% | -24.7% | -25.6% | -47.4% |
| All | -50.3% | -25.7% | -24.6% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling