+61.0%
ZM vs CLX
-8.6%
+69.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +2.0% |
| 7D | +11.0% | +9.5% | +1.5% | +9.6% |
| 30D | +5.6% | +30.7% | -25.0% | +1.6% |
| 3M | -9.1% | +4.2% | -13.4% | -9.7% |
| 6M | -2.6% | +22.1% | -24.7% | -5.5% |
| YTD | +15.7% | +14.1% | +1.6% | +12.4% |
| 1Y | +18.8% | +10.3% | +8.4% | +16.1% |
| 3Y | +62.2% | -7.8% | +70.0% | +62.1% |
| 5Y | -60.9% | -20.8% | -40.0% | -60.5% |
| All | +61.0% | -8.6% | +69.6% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling