+414.5%
ZS vs CLX
-4.9%
+419.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -7.8% | -9.2% | +1.4% | -6.6% |
| 30D | +5.0% | -11.0% | +16.1% | +6.7% |
| 3M | +25.5% | +5.0% | +20.5% | +24.8% |
| 6M | +8.7% | -18.8% | +27.5% | +11.7% |
| YTD | -24.5% | -4.4% | -20.1% | -24.9% |
| 1Y | -36.7% | -21.9% | -14.8% | -34.7% |
| 3Y | +7.2% | -32.8% | +40.0% | +12.2% |
| 5Y | -40.9% | -34.6% | -6.4% | -39.4% |
| All | +414.5% | -4.9% | +419.4% | +357.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling