+2,005.0%
CLS vs ZM
-61.0%
+2,066.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.9% | +0.6% | +6.2% |
| 7D | +2.8% | +6.8% | -4.0% | +1.0% |
| 30D | -30.1% | +0.1% | -30.2% | -29.9% |
| 3M | -21.7% | -7.5% | -14.2% | -20.1% |
| 6M | -36.2% | -8.4% | -27.8% | -34.9% |
| YTD | -17.8% | +13.7% | -31.5% | -21.8% |
| 1Y | -26.8% | +15.9% | -42.7% | -30.8% |
| 3Y | +853.4% | +58.0% | +795.3% | +717.1% |
| 5Y | +2,005.0% | -60.4% | +2,065.4% | +1,855.2% |
| All | +2,005.0% | -61.0% | +2,066.0% | +1,855.2% |
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 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