+22.3%
CLF vs ZYBT
-58.1%
+80.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | +6.5% | -4.2% | +10.7% | +6.5% |
| 30D | +0.2% | -16.4% | +16.6% | +0.2% |
| 3M | -3.1% | +82.9% | -85.9% | -0.6% |
| 6M | +25.0% | +110.7% | -85.6% | +26.8% |
| YTD | -7.5% | +37.4% | -44.8% | -5.1% |
| 1Y | +11.5% | -80.6% | +92.1% | +21.1% |
| All | +22.3% | -58.1% | +80.4% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling