+398.6%
ZS vs CLX
-10.3%
+408.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | -3.1% | -5.7% | +2.6% | -2.3% |
| 30D | -7.2% | -17.0% | +9.8% | -4.9% |
| 3M | +30.5% | -9.7% | +40.2% | +32.3% |
| 6M | +7.0% | -19.8% | +26.8% | +10.0% |
| YTD | -26.8% | -9.8% | -17.0% | -26.6% |
| 1Y | -42.6% | -26.2% | -16.4% | -40.4% |
| 3Y | -0.3% | -36.2% | +35.9% | +5.0% |
| 5Y | -39.2% | -38.3% | -0.9% | -37.1% |
| All | +398.6% | -10.3% | +408.9% | +346.5% |
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