-58.5%
CLSK vs ZM
+48.0%
-106.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +17.2% | +0.3% | +16.9% | +16.9% |
| 30D | +14.6% | -10.3% | +24.9% | +19.2% |
| 3M | -16.8% | -0.7% | -16.2% | -18.1% |
| 6M | +38.2% | +24.8% | +13.4% | +21.2% |
| YTD | +31.2% | +11.5% | +19.8% | +19.2% |
| 1Y | +37.3% | +12.3% | +25.0% | +24.2% |
| 3Y | +201.8% | +33.5% | +168.3% | +157.5% |
| 5Y | -1.6% | -67.5% | +65.9% | +16.2% |
| All | -58.5% | +48.0% | -106.5% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling