+174.6%
ZTS vs CLX
+75.8%
+98.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.0% | -9.2% | +7.3% | +0.5% |
| 30D | +1.9% | -11.0% | +13.0% | +5.1% |
| 3M | -4.0% | +5.0% | -9.0% | -5.4% |
| 6M | -39.1% | -18.8% | -20.3% | -36.0% |
| YTD | -38.8% | -4.4% | -34.4% | -38.5% |
| 1Y | -49.6% | -21.9% | -27.7% | -46.6% |
| 3Y | -59.0% | -32.8% | -26.2% | -55.2% |
| 5Y | -61.8% | -34.6% | -27.2% | -58.7% |
| 10Y | +61.4% | -4.7% | +66.1% | +52.0% |
| All | +174.6% | +75.8% | +98.8% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling