-39.6%
ZS vs CLBK
+41.8%
-81.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -8.1% | -1.4% | -6.7% | -7.8% |
| 30D | -8.4% | +4.5% | -13.0% | -9.4% |
| 3M | +31.1% | +22.8% | +8.3% | +24.6% |
| 6M | +4.4% | +43.4% | -39.0% | -4.2% |
| YTD | -27.3% | +64.1% | -91.4% | -35.4% |
| 1Y | -41.4% | +67.6% | -108.9% | -48.3% |
| 3Y | +1.7% | +53.3% | -51.6% | -9.5% |
| 5Y | -39.6% | +44.8% | -84.4% | -47.5% |
| All | -39.6% | +41.8% | -81.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling