+24.6%
CLF vs ZETA
+74.8%
-50.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.2% | -3.3% | +3.2% |
| 7D | -9.1% | +13.2% | -22.3% | -11.2% |
| 30D | -0.9% | +6.0% | -6.9% | -2.2% |
| 3M | +3.0% | +27.3% | -24.4% | -2.3% |
| 6M | +16.7% | +104.6% | -87.9% | -0.3% |
| YTD | -3.2% | +72.3% | -75.5% | -15.8% |
| 1Y | +24.6% | +76.3% | -51.7% | +8.2% |
| All | +24.6% | +74.8% | -50.2% | +8.2% |
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 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