-47.8%
CLF vs ZS
-42.1%
-5.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.7% |
| 7D | +7.6% | -7.8% | +15.4% | +9.2% |
| 30D | -1.2% | +5.0% | -6.2% | -2.5% |
| 3M | -13.4% | +25.5% | -38.9% | -18.0% |
| 6M | +15.4% | +8.7% | +6.7% | +8.2% |
| YTD | -5.9% | -24.5% | +18.6% | -4.0% |
| 1Y | +18.8% | -36.7% | +55.5% | +26.6% |
| 3Y | -19.4% | +7.2% | -26.6% | -26.7% |
| All | -47.8% | -42.1% | -5.7% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling