-23.4%
CLF vs ZS
+9.6%
-33.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.4% | -2.6% | +13.0% | +10.9% |
| 30D | +0.6% | -12.8% | +13.4% | +2.9% |
| 3M | +4.1% | +2.3% | +1.8% | +3.6% |
| 6M | +15.1% | +26.3% | -11.2% | +6.2% |
| YTD | -4.7% | -14.4% | +9.7% | -2.2% |
| 1Y | +20.4% | -37.6% | +58.0% | +39.4% |
| 3Y | -23.4% | +8.0% | -31.4% | -28.6% |
| All | -23.4% | +9.6% | -33.0% | -28.6% |
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