+33.5%
CL vs ZETA
+259.8%
-226.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +1.5% |
| 7D | +0.5% | +6.2% | -5.7% | +0.6% |
| 30D | +11.6% | -2.0% | +13.6% | +11.6% |
| 3M | +5.6% | +21.7% | -16.1% | +5.7% |
| 6M | +13.2% | +89.1% | -76.0% | +13.6% |
| YTD | +26.9% | +59.3% | -32.4% | +27.4% |
| 1Y | +27.3% | +66.2% | -38.8% | +27.8% |
| 3Y | +39.7% | +297.3% | -257.6% | +42.1% |
| 5Y | +41.3% | +227.5% | -186.2% | +46.2% |
| All | +33.5% | +259.8% | -226.4% | +40.4% |
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