+36.6%
CLF vs ZM
+41.1%
-4.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +6.7% |
| 7D | -14.1% | -0.3% | -13.8% | -14.0% |
| 30D | -5.5% | -6.2% | +0.6% | -4.8% |
| 3M | 0.0% | -12.2% | +12.2% | +1.5% |
| 6M | +11.3% | -16.0% | +27.3% | +13.2% |
| YTD | -7.7% | +6.3% | -14.0% | -9.3% |
| 1Y | +17.5% | +12.3% | +5.3% | +14.6% |
| 3Y | -25.4% | +51.2% | -76.6% | -29.7% |
| 5Y | -46.0% | -64.5% | +18.5% | -47.2% |
| All | +36.6% | +41.1% | -4.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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