-47.0%
CLF vs ZBH
-30.7%
-16.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | 0.0% |
| 7D | +6.5% | -5.2% | +11.7% | +9.0% |
| 30D | +0.2% | -2.4% | +2.7% | +1.1% |
| 3M | -3.1% | +8.3% | -11.3% | -7.5% |
| 6M | +25.0% | +0.7% | +24.4% | +23.0% |
| YTD | -7.5% | +5.3% | -12.8% | -11.2% |
| 1Y | +11.5% | -9.1% | +20.6% | +14.0% |
| 3Y | -13.7% | -19.7% | +6.0% | -7.3% |
| 5Y | -47.0% | -31.3% | -15.7% | -43.9% |
| All | -47.0% | -30.7% | -16.2% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling