+18.8%
CLF vs ZM
+12.0%
+6.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +6.8% |
| 7D | -14.1% | -0.3% | -13.8% | -14.0% |
| 30D | -5.5% | -6.2% | +0.6% | -5.2% |
| 3M | 0.0% | -12.2% | +12.2% | -0.1% |
| 6M | +11.3% | -16.0% | +27.3% | +10.8% |
| YTD | -7.7% | +6.3% | -14.0% | -5.4% |
| All | +18.8% | +12.0% | +6.8% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling