-23.5%
CCL vs ZETA
+239.2%
-262.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -4.3% | -6.5% | +2.2% | -2.6% |
| 30D | -19.0% | +4.8% | -23.8% | -20.3% |
| 3M | -13.1% | +53.3% | -66.4% | -23.5% |
| 6M | -13.3% | +66.8% | -80.1% | -26.4% |
| YTD | -25.2% | +50.2% | -75.4% | -35.4% |
| 1Y | -27.2% | +62.0% | -89.2% | -39.3% |
| 3Y | +49.2% | +276.4% | -227.1% | -18.1% |
| 5Y | +0.4% | +341.6% | -341.3% | -49.4% |
| All | -23.5% | +239.2% | -262.6% | -60.4% |
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 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