-46.6%
CLF vs ZETA
+259.8%
-306.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.5% | +2.5% | +6.1% |
| 7D | -14.1% | +6.2% | -20.3% | -15.1% |
| 30D | -5.5% | -2.0% | -3.5% | -5.1% |
| 3M | 0.0% | +21.7% | -21.7% | -4.4% |
| 6M | +11.3% | +89.1% | -77.9% | -4.1% |
| YTD | -7.7% | +59.3% | -67.0% | -18.6% |
| 1Y | +17.5% | +66.2% | -48.6% | +2.5% |
| 3Y | -25.4% | +297.3% | -322.7% | -52.0% |
| 5Y | -46.0% | +227.5% | -273.4% | -67.0% |
| All | -46.6% | +259.8% | -306.4% | -70.2% |
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