+80.4%
CLF vs ZBRA
+373.1%
-292.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.8% |
| 7D | +16.0% | -1.2% | +17.2% | +16.6% |
| 30D | +1.6% | -17.8% | +19.4% | +11.2% |
| 3M | +6.7% | -16.0% | +22.7% | +15.5% |
| 6M | +21.1% | +31.4% | -10.3% | +4.0% |
| YTD | -1.6% | +30.9% | -32.5% | -17.7% |
| 1Y | +18.5% | +24.3% | -5.8% | +1.5% |
| 3Y | -21.0% | +54.2% | -75.2% | -41.4% |
| 5Y | -41.4% | -46.3% | +4.9% | -30.0% |
| All | +80.4% | +373.1% | -292.7% | -5.9% |
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