+70.0%
CLF vs ZS
+504.0%
-434.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -2.7% | -3.8% | +1.2% | -2.1% |
| 30D | -3.2% | -6.0% | +2.8% | -2.5% |
| 3M | -5.0% | +32.0% | -36.9% | -9.8% |
| 6M | +26.6% | +2.1% | +24.5% | +22.1% |
| YTD | -9.0% | -26.2% | +17.2% | -7.6% |
| 1Y | +11.8% | -41.2% | +53.0% | +18.3% |
| 3Y | -15.1% | +3.3% | -18.4% | -19.8% |
| 5Y | -48.2% | -40.7% | -7.5% | -50.1% |
| All | +70.0% | +504.0% | -434.0% | +12.1% |
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