-34.0%
CLF vs ZETA
+273.0%
-306.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +0.7% |
| 7D | -19.6% | -0.4% | -19.1% | -19.5% |
| 30D | -5.0% | -8.0% | +3.1% | -3.5% |
| 3M | -6.3% | +21.4% | -27.7% | -10.0% |
| 6M | +2.8% | +80.1% | -77.3% | -9.2% |
| YTD | -13.7% | +52.5% | -66.2% | -22.3% |
| 1Y | +13.6% | +58.5% | -44.9% | +1.3% |
| 3Y | -34.0% | +281.7% | -315.7% | -54.4% |
| All | -34.0% | +273.0% | -306.9% | -54.4% |
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