+64.1%
ZTS vs CLSK
-61.4%
+125.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -3.0% |
| 7D | -4.8% | +21.9% | -26.7% | -5.0% |
| 30D | +1.2% | +9.6% | -8.4% | +1.1% |
| 3M | -6.0% | -18.4% | +12.4% | -6.0% |
| 6M | -38.7% | +46.4% | -85.1% | -39.1% |
| YTD | -40.6% | +33.2% | -73.8% | -41.0% |
| 1Y | -50.6% | +47.0% | -97.6% | -51.0% |
| 3Y | -58.7% | +206.4% | -265.1% | -59.8% |
| 5Y | -62.8% | +5.4% | -68.2% | -63.8% |
| All | +64.1% | -61.4% | +125.5% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling