+5.2%
CCL vs ZETA
+289.2%
-284.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | -2.4% |
| 7D | +5.8% | +13.2% | -7.4% | +2.3% |
| 30D | +17.3% | +6.0% | +11.3% | +15.2% |
| 3M | +11.3% | +27.3% | -16.0% | +3.4% |
| 6M | +18.5% | +104.6% | -86.2% | -4.9% |
| YTD | +2.8% | +72.3% | -69.5% | -14.8% |
| 1Y | +16.7% | +76.3% | -59.6% | -4.4% |
| 3Y | +146.0% | +325.6% | -179.6% | +30.8% |
| 5Y | +33.6% | +254.2% | -220.6% | -33.9% |
| All | +5.2% | +289.2% | -284.0% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling