-29.6%
CLS vs ZM
+8.0%
-37.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.1% | -9.1% |
| 7D | -21.1% | -8.4% | -12.7% | -19.2% |
| 30D | -38.2% | -1.9% | -36.3% | -37.6% |
| 3M | -36.3% | -10.1% | -26.2% | -34.7% |
| 6M | -43.8% | -13.9% | -29.9% | -41.1% |
| YTD | -20.0% | +6.4% | -26.5% | -19.5% |
| 1Y | -29.6% | +9.6% | -39.2% | -30.3% |
| All | -29.6% | +8.0% | -37.6% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling