+0.6%
ZS vs CLX
-35.1%
+35.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +2.4% |
| 7D | -3.8% | -4.9% | +1.1% | -4.1% |
| 30D | -6.0% | -15.8% | +9.8% | -7.0% |
| 3M | +32.0% | -7.9% | +39.9% | +31.5% |
| 6M | +2.1% | -19.0% | +21.2% | +1.5% |
| YTD | -26.2% | -7.9% | -18.2% | -26.9% |
| 1Y | -41.2% | -25.4% | -15.8% | -41.3% |
| All | +0.6% | -35.1% | +35.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling