+3.5%
CCL vs ZETA
+343.0%
-339.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -0.1% | -2.4% | +2.3% | +0.4% |
| 30D | -20.0% | +15.6% | -35.6% | -23.5% |
| 3M | -13.7% | +41.5% | -55.2% | -22.5% |
| 6M | -9.0% | +63.4% | -72.4% | -22.6% |
| YTD | -22.8% | +51.3% | -74.1% | -33.7% |
| 1Y | -25.3% | +65.8% | -91.1% | -38.4% |
| 3Y | +54.1% | +279.2% | -225.1% | -17.6% |
| 5Y | +3.5% | +341.8% | -338.3% | -48.4% |
| All | +3.5% | +343.0% | -339.5% | -48.4% |
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