+6.0%
CLSK vs ZM
-68.2%
+74.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | +7.7% | -5.7% | +13.4% | +12.3% |
| 30D | +12.2% | -9.1% | +21.3% | +19.3% |
| 3M | -15.5% | +3.5% | -19.0% | -21.1% |
| 6M | +39.3% | +25.7% | +13.7% | +5.1% |
| YTD | +35.1% | +10.8% | +24.3% | +9.3% |
| 1Y | +34.0% | +12.8% | +21.3% | +5.9% |
| 3Y | +226.3% | +33.1% | +193.1% | +119.7% |
| All | +6.0% | -68.2% | +74.1% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling