-59.2%
ZTS vs CLSK
+191.6%
-250.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -4.5% | +1.7% | -6.2% | -4.5% |
| 30D | -3.3% | +11.1% | -14.4% | -3.7% |
| 3M | -9.7% | -14.1% | +4.3% | -9.6% |
| 6M | -38.8% | +32.9% | -71.8% | -39.7% |
| YTD | -41.2% | +26.5% | -67.7% | -42.1% |
| 1Y | -50.3% | +27.6% | -77.9% | -51.3% |
| All | -59.2% | +191.6% | -250.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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