+11.5%
CLF vs ZETA
+62.1%
-50.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +6.5% | -2.4% | +8.9% | +6.9% |
| 30D | +0.2% | +15.6% | -15.3% | -3.2% |
| 3M | -3.1% | +41.5% | -44.6% | -10.7% |
| 6M | +25.0% | +63.4% | -38.4% | +9.7% |
| YTD | -7.5% | +51.3% | -58.8% | -18.2% |
| 1Y | +11.5% | +65.8% | -54.3% | -2.3% |
| All | +11.5% | +62.1% | -50.6% | -2.3% |
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