+20.0%
CLF vs ZYBT
-58.9%
+78.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.5% | +1.9% |
| 7D | -3.5% | -3.7% | +0.2% | -3.5% |
| 30D | -1.6% | 0.0% | -1.6% | -1.5% |
| 3M | -12.0% | +72.2% | -84.3% | -9.7% |
| 6M | +30.0% | +103.1% | -73.2% | +31.9% |
| YTD | -9.2% | +34.8% | -44.0% | -6.8% |
| 1Y | +2.3% | -83.2% | +85.5% | +11.8% |
| All | +20.0% | -58.9% | +78.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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