+18.8%
CLF vs Z
-58.8%
+77.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.9% |
| 7D | +7.6% | -3.0% | +10.6% | +7.7% |
| 30D | -1.2% | -4.2% | +3.0% | -0.9% |
| 3M | -13.4% | -3.7% | -9.7% | -12.3% |
| 6M | +15.4% | -24.5% | +39.9% | +20.9% |
| YTD | -5.9% | -49.3% | +43.4% | +0.9% |
| 1Y | +18.8% | -58.7% | +77.5% | +33.5% |
| All | +18.8% | -58.8% | +77.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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