+54.1%
ZM vs CLBK
+62.4%
-8.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.7% | -1.5% | -4.2% | -5.6% |
| 30D | -9.1% | -1.0% | -8.1% | -9.0% |
| 3M | +3.5% | +22.9% | -19.4% | +2.2% |
| 6M | +25.7% | +44.2% | -18.5% | +22.9% |
| YTD | +10.8% | +64.0% | -53.2% | +7.5% |
| 1Y | +12.8% | +65.7% | -52.9% | +9.4% |
| 3Y | +33.1% | +54.1% | -20.9% | +29.5% |
| 5Y | -68.3% | +44.7% | -113.0% | -68.1% |
| All | +54.1% | +62.4% | -8.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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