-47.8%
CLF vs Z
-64.8%
+17.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | +7.6% | -3.0% | +10.6% | +8.3% |
| 30D | -1.2% | -4.2% | +3.0% | -0.5% |
| 3M | -13.4% | -3.7% | -9.7% | -13.4% |
| 6M | +15.4% | -24.5% | +39.9% | +22.3% |
| YTD | -5.9% | -49.3% | +43.4% | +9.4% |
| 1Y | +18.8% | -58.7% | +77.5% | +44.9% |
| 3Y | -19.4% | -34.1% | +14.7% | -15.0% |
| All | -47.8% | -64.8% | +17.0% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling