+96.6%
CLF vs ZCMD
-100.0%
+196.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +1.8% |
| 7D | +7.6% | -8.0% | +15.6% | +7.7% |
| 30D | -1.2% | -27.9% | +26.7% | -1.0% |
| 3M | -13.4% | -74.6% | +61.2% | -14.6% |
| 6M | +15.4% | -99.5% | +114.9% | +21.7% |
| YTD | -5.9% | -99.7% | +93.9% | +1.5% |
| 1Y | +18.8% | -99.9% | +118.7% | +30.9% |
| 3Y | -19.4% | -100.0% | +80.6% | +1.0% |
| 5Y | -47.7% | -100.0% | +52.3% | -33.9% |
| All | +96.6% | -100.0% | +196.6% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling