-59.3%
ZTS vs CLX
-22.5%
-36.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -0.6% | +13.6% | -14.3% | -4.3% |
| 30D | +11.0% | +29.1% | -18.1% | +3.0% |
| 3M | +10.9% | +1.6% | +9.4% | +10.0% |
| 6M | +0.9% | +18.7% | -17.8% | -4.4% |
| YTD | -33.0% | +11.1% | -44.1% | -35.5% |
| 1Y | -29.6% | +7.0% | -36.6% | -31.6% |
| 3Y | -49.0% | -10.0% | -39.0% | -48.3% |
| All | -59.3% | -22.5% | -36.8% | -58.4% |
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 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