+83.8%
CLF vs ZS
+602.6%
-518.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +16.0% | -5.2% | +21.2% | +17.0% |
| 30D | +1.6% | -15.5% | +17.1% | +4.4% |
| 3M | +6.7% | +9.0% | -2.3% | +4.6% |
| 6M | +21.1% | +32.2% | -11.1% | +12.1% |
| YTD | -1.6% | -14.1% | +12.5% | -2.8% |
| 1Y | +18.5% | -39.1% | +57.6% | +24.7% |
| 3Y | -21.0% | +10.4% | -31.4% | -26.4% |
| 5Y | -41.4% | -44.6% | +3.3% | -43.8% |
| All | +83.8% | +602.6% | -518.8% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling