+90.2%
CLF vs ZCMD
-100.0%
+190.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -1.7% |
| 7D | -2.7% | -4.1% | +1.5% | -2.6% |
| 30D | -3.2% | -22.7% | +19.5% | -3.0% |
| 3M | -5.0% | -62.5% | +57.5% | -7.0% |
| 6M | +26.6% | -99.5% | +126.1% | +33.7% |
| YTD | -9.0% | -99.7% | +90.8% | -1.8% |
| 1Y | +11.8% | -99.9% | +111.7% | +23.9% |
| 3Y | -15.1% | -100.0% | +84.9% | +6.3% |
| 5Y | -48.2% | -100.0% | +51.8% | -35.0% |
| All | +90.2% | -100.0% | +190.2% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling