-62.4%
ZTS vs CLBK
+41.8%
-104.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | -3.8% | -1.5% | -2.3% | -3.5% |
| 30D | -2.0% | +6.7% | -8.7% | -3.2% |
| 3M | -10.2% | +21.2% | -31.4% | -13.3% |
| 6M | -39.4% | +42.0% | -81.4% | -43.2% |
| YTD | -40.8% | +63.3% | -104.1% | -45.9% |
| 1Y | -50.1% | +65.4% | -115.5% | -54.6% |
| 3Y | -58.9% | +52.5% | -111.4% | -62.6% |
| 5Y | -62.4% | +42.0% | -104.3% | -65.4% |
| All | -62.4% | +41.8% | -104.2% | -65.4% |
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