+127.6%
CLF vs ZBH
-18.0%
+145.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | -2.7% | -4.9% | +2.3% | +0.1% |
| 30D | -3.2% | -3.2% | 0.0% | -1.6% |
| 3M | -5.0% | +5.8% | -10.8% | -9.2% |
| 6M | +26.6% | +2.0% | +24.6% | +22.4% |
| YTD | -9.0% | +5.8% | -14.7% | -14.2% |
| 1Y | +11.8% | -7.9% | +19.8% | +12.9% |
| 3Y | -15.1% | -19.4% | +4.3% | -9.7% |
| 5Y | -48.2% | -29.5% | -18.7% | -40.7% |
| 10Y | +127.6% | -15.5% | +143.1% | +111.1% |
| All | +127.6% | -18.0% | +145.5% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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