+636.8%
CLF vs ZBH
+287.8%
+348.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +7.6% | -2.8% | +10.4% | +9.5% |
| 30D | -1.2% | -0.1% | -1.1% | -1.4% |
| 3M | -13.4% | +13.4% | -26.8% | -21.2% |
| 6M | +15.4% | +3.0% | +12.4% | +10.5% |
| YTD | -5.9% | +9.7% | -15.5% | -13.8% |
| 1Y | +18.8% | -5.4% | +24.2% | +17.7% |
| 3Y | -19.4% | -15.6% | -3.8% | -17.2% |
| 5Y | -47.7% | -28.1% | -19.6% | -40.8% |
| 10Y | +130.4% | -15.2% | +145.6% | +123.1% |
| All | +636.8% | +287.8% | +348.9% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling