+0.1%
CCL vs ZETA
+306.8%
-306.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -1.2% | +18.1% | -19.3% | -5.6% |
| 30D | +13.1% | +13.6% | -0.4% | +9.0% |
| 3M | +3.4% | +23.7% | -20.4% | -3.2% |
| 6M | +18.7% | +128.5% | -109.8% | -7.6% |
| YTD | -2.3% | +80.1% | -82.4% | -20.0% |
| 1Y | +14.2% | +98.0% | -83.8% | -9.4% |
| 3Y | +133.6% | +348.6% | -215.0% | +22.3% |
| 5Y | +33.5% | +286.6% | -253.1% | -34.9% |
| All | +0.1% | +306.8% | -306.7% | -50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling