-47.8%
CLF vs ZM
-66.0%
+18.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +0.9% |
| 7D | +7.6% | +2.9% | +4.6% | +6.8% |
| 30D | -1.2% | +0.7% | -1.9% | -1.6% |
| 3M | -13.4% | -3.7% | -9.7% | -13.0% |
| 6M | +15.4% | +29.9% | -14.5% | +6.1% |
| YTD | -5.9% | +17.4% | -23.3% | -12.7% |
| 1Y | +18.8% | +22.4% | -3.6% | +8.5% |
| 3Y | -19.4% | +41.3% | -60.7% | -30.3% |
| All | -47.8% | -66.0% | +18.2% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling