-42.8%
CLF vs ZETA
+318.9%
-361.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | +0.6% |
| 7D | +2.3% | +18.8% | -16.4% | -1.1% |
| 30D | +1.9% | +12.6% | -10.7% | -0.6% |
| 3M | +5.9% | +29.5% | -23.6% | -0.1% |
| 6M | +16.9% | +128.6% | -111.7% | -3.1% |
| YTD | -1.1% | +85.5% | -86.5% | -15.5% |
| 1Y | +28.8% | +90.6% | -61.8% | +9.2% |
| 3Y | -20.6% | +358.0% | -378.6% | -50.4% |
| 5Y | -41.5% | +282.0% | -323.5% | -65.4% |
| All | -42.8% | +318.9% | -361.6% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling