-34.0%
CLF vs ZS
+18.6%
-52.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.2% |
| 7D | -19.6% | -16.9% | -2.7% | -17.0% |
| 30D | -5.0% | -7.4% | +2.5% | -3.6% |
| 3M | -6.3% | +21.6% | -27.9% | -9.4% |
| 6M | +2.8% | +42.4% | -39.6% | -8.1% |
| YTD | -13.7% | -12.1% | -1.6% | -11.8% |
| 1Y | +13.6% | -37.8% | +51.4% | +32.0% |
| 3Y | -34.0% | +20.9% | -54.9% | -37.9% |
| All | -34.0% | +18.6% | -52.6% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling