+226.3%
CLSK vs ZM
+33.5%
+192.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | +7.7% | -5.7% | +13.4% | +10.9% |
| 30D | +12.2% | -9.1% | +21.3% | +17.2% |
| 3M | -15.5% | +3.5% | -19.0% | -19.5% |
| 6M | +39.3% | +25.7% | +13.7% | +10.4% |
| YTD | +35.1% | +10.8% | +24.3% | +14.0% |
| 1Y | +34.0% | +12.8% | +21.3% | +10.7% |
| 3Y | +226.3% | +33.1% | +193.1% | +133.0% |
| All | +226.3% | +33.5% | +192.7% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling