-13.3%
CLF vs ZBRA
+35.0%
-48.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | +7.6% | +1.8% | +5.8% | +6.9% |
| 30D | -1.2% | -1.7% | +0.5% | -0.5% |
| 3M | -13.4% | +47.8% | -61.1% | -26.7% |
| 6M | +15.4% | +56.7% | -41.3% | -5.4% |
| YTD | -5.9% | +49.4% | -55.3% | -22.8% |
| 1Y | +18.8% | +16.5% | +2.3% | +9.5% |
| All | -13.3% | +35.0% | -48.4% | -26.1% |
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