-48.9%
ZTS vs CLX
-8.8%
-40.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -0.6% | +13.6% | -14.3% | -4.6% |
| 30D | +11.0% | +29.1% | -18.1% | +2.4% |
| 3M | +10.9% | +1.6% | +9.4% | +9.7% |
| 6M | +0.9% | +18.7% | -17.8% | -4.8% |
| YTD | -33.0% | +11.1% | -44.1% | -35.6% |
| 1Y | -29.6% | +7.0% | -36.6% | -31.6% |
| All | -48.9% | -8.8% | -40.0% | -46.6% |
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