+127.6%
CLF vs ZBRA
+407.5%
-279.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | -2.7% | -1.8% | -0.9% | -1.8% |
| 30D | -3.2% | -8.8% | +5.6% | +1.1% |
| 3M | -5.0% | +47.2% | -52.2% | -22.7% |
| 6M | +26.6% | +61.3% | -34.7% | -2.6% |
| YTD | -9.0% | +42.0% | -51.0% | -26.9% |
| 1Y | +11.8% | +10.5% | +1.4% | +1.4% |
| 3Y | -15.1% | +34.5% | -49.6% | -33.0% |
| 5Y | -48.2% | -40.3% | -7.9% | -41.2% |
| 10Y | +127.6% | +421.5% | -293.9% | -17.2% |
| All | +127.6% | +407.5% | -279.9% | -17.2% |
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