-4.2%
ZTS vs CLBK
+67.9%
-72.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | +1.9% | +9.1% | -7.2% | -0.3% |
| 3M | -4.0% | +27.7% | -31.7% | -9.7% |
| 6M | -39.1% | +40.8% | -80.0% | -44.1% |
| YTD | -38.8% | +66.4% | -105.2% | -46.1% |
| 1Y | -49.6% | +72.4% | -121.9% | -56.1% |
| 3Y | -59.0% | +50.7% | -109.7% | -63.9% |
| 5Y | -61.8% | +42.9% | -104.7% | -67.3% |
| All | -4.2% | +67.9% | -72.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling