+20.2%
CLF vs Z
-54.2%
+74.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +9.4% | -18.6% | -8.8% |
| 7D | -7.9% | +10.2% | -18.1% | -7.4% |
| 30D | +5.2% | +23.7% | -18.4% | +5.1% |
| 3M | +4.3% | -6.6% | +10.9% | +5.5% |
| 6M | +25.3% | -23.0% | +48.3% | +31.7% |
| YTD | -3.3% | -50.3% | +47.0% | +1.1% |
| 1Y | +20.2% | -53.6% | +73.8% | +28.1% |
| All | +20.2% | -54.2% | +74.4% | +28.1% |
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