+87.5%
CLF vs ZBRA
+381.8%
-294.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.3% |
| 7D | +2.3% | -1.5% | +3.8% | +3.2% |
| 30D | +1.9% | -15.6% | +17.6% | +10.2% |
| 3M | +5.9% | -14.5% | +20.4% | +13.7% |
| 6M | +16.9% | +50.9% | -34.0% | -6.6% |
| YTD | -1.1% | +34.8% | -35.9% | -18.4% |
| 1Y | +28.8% | +28.3% | +0.5% | +8.8% |
| 3Y | -20.6% | +58.8% | -79.4% | -41.8% |
| 5Y | -41.5% | -44.0% | +2.5% | -31.6% |
| 10Y | +87.5% | +389.6% | -302.1% | -3.5% |
| All | +87.5% | +381.8% | -294.3% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling