-57.3%
CLSK vs ZM
+47.0%
-104.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | +7.7% | -5.7% | +13.4% | +10.2% |
| 30D | +12.2% | -9.1% | +21.3% | +16.2% |
| 3M | -15.5% | +3.5% | -19.0% | -18.2% |
| 6M | +39.3% | +25.7% | +13.7% | +21.9% |
| YTD | +35.1% | +10.8% | +24.3% | +23.1% |
| 1Y | +34.0% | +12.8% | +21.3% | +21.0% |
| 3Y | +226.3% | +33.1% | +193.1% | +178.7% |
| 5Y | +6.4% | -68.3% | +74.7% | +26.2% |
| All | -57.3% | +47.0% | -104.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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