+20.2%
CLF vs ZBRA
+25.3%
-5.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.4% |
| 7D | -7.9% | -13.6% | +5.7% | -5.2% |
| 30D | +5.2% | -11.5% | +16.8% | +7.9% |
| 3M | +4.3% | -9.9% | +14.2% | +6.5% |
| 6M | +25.3% | +48.6% | -23.3% | +20.2% |
| YTD | -3.3% | +36.9% | -40.2% | -9.4% |
| 1Y | +20.2% | +27.7% | -7.5% | +17.7% |
| All | +20.2% | +25.3% | -5.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling