-23.4%
CLF vs ZM
+61.1%
-84.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -3.8% |
| 7D | +10.4% | +11.0% | -0.7% | +7.2% |
| 30D | +0.6% | +5.6% | -5.1% | -1.0% |
| 3M | +4.1% | -9.1% | +13.3% | +6.2% |
| 6M | +15.1% | -2.6% | +17.7% | +14.8% |
| YTD | -4.7% | +15.7% | -20.4% | -12.0% |
| 1Y | +20.4% | +18.8% | +1.6% | +9.5% |
| 3Y | -23.4% | +62.2% | -85.6% | -38.1% |
| All | -23.4% | +61.1% | -84.5% | -38.1% |
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