+674.5%
CLF vs ZBH
+326.1%
+348.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +2.3% | -2.4% | +4.8% | +4.1% |
| 30D | +1.9% | +16.6% | -14.7% | -9.2% |
| 3M | +5.9% | +10.8% | -4.9% | -3.4% |
| 6M | +16.9% | +35.8% | -18.9% | -7.9% |
| YTD | -1.1% | +20.5% | -21.5% | -16.6% |
| 1Y | +28.8% | +22.7% | +6.1% | +7.1% |
| 3Y | -20.6% | +4.9% | -25.5% | -30.5% |
| 5Y | -41.5% | -12.8% | -28.7% | -42.5% |
| 10Y | +87.5% | +22.7% | +64.8% | +40.7% |
| All | +674.5% | +326.1% | +348.4% | +266.2% |
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