+3,616.8%
CLS vs ZM
+46.9%
+3,569.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +5.0% | -2.7% | +7.7% | +5.2% |
| 30D | +4.8% | -10.0% | +14.8% | +5.8% |
| 3M | -10.4% | +1.6% | -12.0% | -10.8% |
| 6M | +20.8% | +25.0% | -4.2% | +17.9% |
| YTD | +10.0% | +10.6% | -0.6% | +8.4% |
| 1Y | +28.5% | +14.0% | +14.6% | +26.3% |
| 3Y | +1,292.2% | +32.5% | +1,259.7% | +1,245.0% |
| 5Y | +3,616.8% | -68.3% | +3,685.1% | +3,439.1% |
| All | +3,616.8% | +46.9% | +3,569.9% | +3,460.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling