-58.7%
ZTS vs CLX
-34.1%
-24.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.5% |
| 7D | -4.8% | -3.5% | -1.2% | -3.7% |
| 30D | +1.2% | -11.9% | +13.1% | +5.2% |
| 3M | -6.0% | -2.6% | -3.4% | -5.4% |
| 6M | -38.7% | -18.2% | -20.6% | -34.8% |
| YTD | -40.6% | -5.9% | -34.7% | -39.8% |
| 1Y | -50.6% | -23.8% | -26.8% | -46.3% |
| 3Y | -58.7% | -33.6% | -25.2% | -58.2% |
| All | -58.7% | -34.1% | -24.6% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling