+49.0%
CCL vs ZETA
+272.3%
-223.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -4.4% | -0.1% | -4.3% | -4.5% |
| 30D | -18.2% | +10.5% | -28.7% | -20.2% |
| 3M | -17.7% | +44.3% | -62.0% | -24.8% |
| 6M | -13.0% | +59.4% | -72.4% | -23.1% |
| YTD | -24.5% | +49.5% | -74.0% | -32.9% |
| 1Y | -26.9% | +62.7% | -89.6% | -36.9% |
| All | +49.0% | +272.3% | -223.3% | -7.5% |
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