+43.3%
CLF vs ZM
+39.9%
+3.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | -9.1% | -1.0% | -8.0% | -8.9% |
| 30D | -0.9% | -7.0% | +6.1% | 0.0% |
| 3M | +3.0% | -15.2% | +18.2% | +4.9% |
| 6M | +16.7% | -16.8% | +33.5% | +18.9% |
| YTD | -3.2% | +5.4% | -8.5% | -4.8% |
| 1Y | +24.6% | +9.3% | +15.3% | +21.9% |
| 3Y | -22.3% | +46.5% | -68.8% | -26.5% |
| 5Y | -41.2% | -63.8% | +22.6% | -42.5% |
| All | +43.3% | +39.9% | +3.5% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling