-23.4%
CLF vs ZBRA
+58.5%
-81.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.2% | -4.0% |
| 7D | +10.4% | +0.6% | +9.8% | +10.1% |
| 30D | +0.6% | -14.0% | +14.6% | +6.6% |
| 3M | +4.1% | -14.7% | +18.8% | +10.7% |
| 6M | +15.1% | +31.3% | -16.2% | +1.5% |
| YTD | -4.7% | +33.4% | -38.2% | -18.8% |
| 1Y | +20.4% | +34.1% | -13.8% | +2.1% |
| 3Y | -23.4% | +59.9% | -83.3% | -41.3% |
| All | -23.4% | +58.5% | -81.9% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling