+39.3%
CLF vs ZM
+55.9%
-16.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.4% |
| 7D | +7.6% | +2.9% | +4.6% | +7.2% |
| 30D | -1.2% | +0.7% | -1.9% | -1.4% |
| 3M | -13.4% | -3.7% | -9.7% | -13.2% |
| 6M | +15.4% | +29.9% | -14.5% | +11.4% |
| YTD | -5.9% | +17.4% | -23.3% | -8.7% |
| 1Y | +18.8% | +22.4% | -3.6% | +14.5% |
| 3Y | -19.4% | +41.3% | -60.7% | -23.8% |
| 5Y | -47.7% | -66.0% | +18.3% | -49.6% |
| All | +39.3% | +55.9% | -16.6% | +28.2% |
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