+87.5%
CLF vs Z
-14.8%
+102.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | +2.3% | -13.1% | +15.4% | +6.2% |
| 30D | +1.9% | +5.9% | -3.9% | -0.8% |
| 3M | +5.9% | -13.7% | +19.6% | +8.0% |
| 6M | +16.9% | -27.1% | +44.0% | +23.9% |
| YTD | -1.1% | -56.8% | +55.7% | +19.6% |
| 1Y | +28.8% | -60.2% | +89.0% | +59.0% |
| 3Y | -20.6% | -19.7% | -0.9% | -23.1% |
| 5Y | -41.5% | -53.7% | +12.2% | -37.7% |
| 10Y | +87.5% | -16.9% | +104.4% | +44.0% |
| All | +87.5% | -14.8% | +102.3% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling