+3,682.3%
CLS vs ZM
-67.1%
+3,749.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +20.1% | +0.3% | +19.8% | +19.9% |
| 30D | +6.0% | -10.3% | +16.3% | +8.8% |
| 3M | -10.3% | -0.7% | -9.6% | -10.8% |
| 6M | +24.5% | +24.8% | -0.3% | +15.9% |
| YTD | +12.9% | +11.5% | +1.4% | +7.7% |
| 1Y | +36.7% | +12.3% | +24.3% | +29.9% |
| 3Y | +1,328.1% | +33.5% | +1,294.6% | +1,176.2% |
| 5Y | +3,682.3% | -67.5% | +3,749.8% | +3,876.3% |
| All | +3,682.3% | -67.1% | +3,749.4% | +3,876.3% |
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 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