+20.2%
CLF vs ZS
-31.8%
+52.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -9.2% |
| 7D | -7.9% | -12.3% | +4.4% | -8.3% |
| 30D | +5.2% | +11.2% | -6.0% | +5.9% |
| 3M | +4.3% | +37.5% | -33.2% | +7.2% |
| 6M | +25.3% | +57.8% | -32.6% | +30.3% |
| YTD | -3.3% | -0.2% | -3.1% | -5.5% |
| 1Y | +20.2% | -31.6% | +51.9% | +19.5% |
| All | +20.2% | -31.8% | +52.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling