+102.3%
CLF vs ZCMD
-100.0%
+202.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.7% | +4.9% |
| 7D | -9.1% | -3.0% | -6.0% | -9.0% |
| 30D | -0.9% | -39.5% | +38.6% | -0.4% |
| 3M | +3.0% | -57.8% | +60.8% | +3.8% |
| 6M | +16.7% | -99.7% | +116.4% | +24.0% |
| YTD | -3.2% | -99.9% | +96.7% | +5.0% |
| 1Y | +24.6% | -99.9% | +124.5% | +36.4% |
| 3Y | -22.3% | -100.0% | +77.7% | -3.5% |
| 5Y | -41.2% | -100.0% | +58.8% | -23.8% |
| All | +102.3% | -100.0% | +202.3% | +226.4% |
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