+13.7%
CLF vs ZM
+13.0%
+0.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.6% |
| 7D | +6.5% | +1.6% | +4.9% | +6.5% |
| 30D | +0.2% | -7.7% | +8.0% | +0.3% |
| 3M | -3.1% | -4.7% | +1.6% | -2.7% |
| 6M | +25.0% | +24.4% | +0.6% | +27.3% |
| YTD | -7.5% | +11.8% | -19.2% | -7.2% |
| All | +13.7% | +13.0% | +0.7% | +11.3% |
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