+41.4%
CL vs ZETA
+281.2%
-239.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | -0.1% |
| 7D | -0.8% | +18.8% | -19.5% | -0.7% |
| 30D | +9.5% | +12.6% | -3.1% | +9.6% |
| 3M | +6.8% | +29.5% | -22.7% | +6.8% |
| 6M | +14.3% | +128.6% | -114.3% | +14.4% |
| YTD | +27.0% | +85.5% | -58.5% | +27.2% |
| 1Y | +26.3% | +90.6% | -64.3% | +26.4% |
| 3Y | +39.3% | +358.0% | -318.7% | +39.8% |
| All | +41.4% | +281.2% | -239.8% | +47.2% |
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