-17.5%
CLF vs ZETA
+311.4%
-329.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.5% |
| 7D | +7.6% | +2.7% | +4.9% | +6.8% |
| 30D | -1.2% | +15.8% | -17.0% | -4.2% |
| 3M | -13.4% | +35.4% | -48.8% | -18.9% |
| 6M | +15.4% | +67.1% | -51.7% | +3.0% |
| YTD | -5.9% | +54.1% | -59.9% | -15.5% |
| 1Y | +18.8% | +67.8% | -49.0% | +4.4% |
| All | -17.5% | +311.4% | -329.0% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling