-25.4%
CLF vs ZM
+48.0%
-73.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +6.4% |
| 7D | -14.1% | -0.3% | -13.8% | -13.9% |
| 30D | -5.5% | -6.2% | +0.6% | -3.9% |
| 3M | 0.0% | -12.2% | +12.2% | +3.2% |
| 6M | +11.3% | -16.0% | +27.3% | +15.8% |
| YTD | -7.7% | +6.3% | -14.0% | -12.6% |
| 1Y | +17.5% | +12.3% | +5.3% | +8.1% |
| 3Y | -25.4% | +51.2% | -76.6% | -38.5% |
| All | -25.4% | +48.0% | -73.4% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling