+34.0%
ZM vs CLBK
+51.6%
-17.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +0.3% | -1.5% | +1.8% | +0.8% |
| 30D | -10.3% | +6.7% | -17.0% | -11.9% |
| 3M | -0.7% | +21.2% | -21.8% | -6.2% |
| 6M | +24.8% | +42.0% | -17.2% | +12.5% |
| YTD | +11.5% | +63.3% | -51.8% | -3.8% |
| 1Y | +12.3% | +65.4% | -53.1% | -3.7% |
| All | +34.0% | +51.6% | -17.6% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling