-36.7%
ZS vs CLBK
+73.3%
-110.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -7.8% | +1.2% | -9.0% | -8.2% |
| 30D | +5.0% | +9.1% | -4.1% | +2.4% |
| 3M | +25.5% | +27.7% | -2.2% | +16.4% |
| 6M | +8.7% | +40.8% | -32.1% | -0.9% |
| YTD | -24.5% | +66.4% | -90.9% | -32.8% |
| 1Y | -36.7% | +72.4% | -109.1% | -42.7% |
| All | -36.7% | +73.3% | -110.0% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling