+394.0%
CLF vs Z
+6.9%
+387.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.3% |
| 7D | -19.6% | -4.6% | -15.0% | -18.8% |
| 30D | -5.0% | +8.3% | -13.3% | -8.0% |
| 3M | -6.3% | -11.6% | +5.3% | -5.0% |
| 6M | +2.8% | -33.6% | +36.4% | +11.5% |
| YTD | -13.7% | -56.7% | +43.0% | +3.8% |
| 1Y | +13.6% | -59.1% | +72.7% | +38.5% |
| 3Y | -34.0% | -20.4% | -13.6% | -35.7% |
| 5Y | -48.7% | -55.3% | +6.5% | -44.8% |
| 10Y | +113.4% | -14.2% | +127.7% | +63.3% |
| All | +394.0% | +6.9% | +387.1% | +297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling