+9.6%
ZM vs CLX
-6.5%
+16.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | +0.3% |
| 7D | -8.4% | +14.2% | -22.6% | -7.7% |
| 30D | -1.9% | +22.7% | -24.6% | -0.9% |
| 3M | -10.1% | -2.8% | -7.3% | -10.3% |
| 6M | -13.9% | +17.7% | -31.6% | -10.3% |
| YTD | +6.4% | +3.3% | +3.1% | +4.1% |
| 1Y | +9.6% | -5.6% | +15.2% | +9.6% |
| All | +9.6% | -6.5% | +16.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling