+11.8%
CLF vs ZBRA
+10.3%
+1.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -3.2% | -8.8% | +5.6% | -1.1% |
| 3M | -5.0% | +47.2% | -52.2% | -12.7% |
| 6M | +26.6% | +61.3% | -34.7% | +13.6% |
| YTD | -9.0% | +42.0% | -51.0% | -17.6% |
| 1Y | +11.8% | +10.5% | +1.4% | +8.4% |
| All | +11.8% | +10.3% | +1.5% | +8.4% |
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