-62.4%
ZTS vs CLX
-37.0%
-25.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.3% |
| 7D | -3.8% | -4.9% | +1.2% | -2.4% |
| 30D | -2.0% | -15.8% | +13.8% | +2.7% |
| 3M | -10.2% | -7.9% | -2.3% | -8.3% |
| 6M | -39.4% | -19.0% | -20.4% | -36.0% |
| YTD | -40.8% | -7.9% | -32.9% | -39.8% |
| 1Y | -50.1% | -25.4% | -24.7% | -46.2% |
| 3Y | -58.9% | -35.0% | -23.9% | -54.5% |
| 5Y | -62.4% | -36.8% | -25.6% | -60.2% |
| All | -62.4% | -37.0% | -25.4% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling