-25.4%
CLF vs ZCMD
-100.0%
+74.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +7.0% |
| 7D | -14.1% | +9.1% | -23.1% | -14.0% |
| 30D | -5.5% | -37.1% | +31.6% | -5.8% |
| 3M | 0.0% | -53.7% | +53.7% | -0.5% |
| 6M | +11.3% | -99.7% | +110.9% | +7.7% |
| YTD | -7.7% | -99.9% | +92.2% | -11.1% |
| 1Y | +17.5% | -99.9% | +117.4% | +12.9% |
| 3Y | -25.4% | -100.0% | +74.6% | -28.2% |
| All | -25.4% | -100.0% | +74.6% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling