-62.3%
ZTS vs CLSK
+6.4%
-68.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.2% |
| 7D | -3.7% | +7.7% | -11.5% | -4.2% |
| 30D | -0.8% | +12.2% | -13.0% | -1.6% |
| 3M | -9.7% | -15.5% | +5.7% | -9.5% |
| 6M | -38.4% | +39.3% | -77.7% | -40.3% |
| YTD | -41.1% | +35.1% | -76.2% | -43.1% |
| 1Y | -50.6% | +34.0% | -84.6% | -52.9% |
| 3Y | -59.1% | +226.3% | -285.4% | -67.7% |
| All | -62.3% | +6.4% | -68.7% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling