-47.8%
CLF vs ZETA
+329.5%
-377.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.6% |
| 7D | +7.6% | +2.7% | +4.9% | +6.8% |
| 30D | -1.2% | +15.8% | -17.0% | -4.5% |
| 3M | -13.4% | +35.4% | -48.8% | -19.6% |
| 6M | +15.4% | +67.1% | -51.7% | +1.5% |
| YTD | -5.9% | +54.1% | -59.9% | -16.6% |
| 1Y | +18.8% | +67.8% | -49.0% | +2.6% |
| 3Y | -19.4% | +311.4% | -330.8% | -50.0% |
| All | -47.8% | +329.5% | -377.2% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling