+483.2%
ZS vs CLX
+13.5%
+469.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -2.6% | +9.5% | -12.1% | -3.7% |
| 30D | -12.8% | +30.7% | -43.5% | -15.9% |
| 3M | +2.3% | +4.2% | -2.0% | +1.7% |
| 6M | +26.3% | +22.1% | +4.2% | +22.7% |
| YTD | -14.4% | +14.1% | -28.5% | -16.8% |
| 1Y | -37.6% | +10.3% | -47.9% | -39.1% |
| 3Y | +8.0% | -7.8% | +15.8% | +7.1% |
| 5Y | -44.9% | -20.8% | -24.0% | -44.9% |
| All | +483.2% | +13.5% | +469.7% | +406.1% |
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