+18.5%
CLF vs ZCMD
-99.9%
+118.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.6% |
| 7D | +16.0% | -2.9% | +18.9% | +16.0% |
| 30D | +1.6% | -28.5% | +30.1% | +1.5% |
| 3M | +6.7% | -56.5% | +63.2% | +6.2% |
| 6M | +21.1% | -99.7% | +120.8% | +18.6% |
| YTD | -1.6% | -99.9% | +98.3% | -3.3% |
| 1Y | +18.5% | -99.9% | +118.4% | +16.9% |
| All | +18.5% | -99.9% | +118.4% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling