+20.2%
CLF vs ZETA
+84.8%
-64.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.6% | -11.8% | -9.6% |
| 7D | -7.9% | -5.0% | -2.9% | -7.2% |
| 30D | +5.2% | -3.3% | +8.6% | +5.7% |
| 3M | +4.3% | +31.0% | -26.7% | -0.9% |
| 6M | +25.3% | +72.2% | -46.9% | +13.2% |
| YTD | -3.3% | +56.2% | -59.5% | -13.2% |
| 1Y | +20.2% | +90.3% | -70.1% | +5.4% |
| All | +20.2% | +84.8% | -64.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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