+18.5%
CLF vs Z
-61.0%
+79.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.5% |
| 7D | +16.0% | -4.9% | +20.9% | +16.0% |
| 30D | +1.6% | +3.0% | -1.3% | +1.6% |
| 3M | +6.7% | -13.4% | +20.1% | +7.3% |
| 6M | +21.1% | -27.3% | +48.5% | +26.0% |
| YTD | -1.6% | -57.8% | +56.2% | +4.8% |
| 1Y | +18.5% | -60.0% | +78.5% | +27.8% |
| All | +18.5% | -61.0% | +79.5% | +27.8% |
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