+39.9%
CL vs ZETA
+232.9%
-193.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.1% |
| 7D | +1.3% | -0.4% | +1.8% | +1.3% |
| 30D | +11.4% | -8.0% | +19.4% | +11.3% |
| 3M | +4.4% | +21.4% | -17.0% | +4.4% |
| 6M | +10.8% | +80.1% | -69.3% | +10.9% |
| YTD | +25.1% | +52.5% | -27.4% | +25.2% |
| 1Y | +28.0% | +58.5% | -30.5% | +28.0% |
| 3Y | +37.6% | +281.7% | -244.1% | +38.0% |
| All | +39.9% | +232.9% | -193.1% | +44.7% |
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 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