+31.6%
CL vs ZETA
+244.4%
-212.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | +10.8% | +80.1% | -69.3% | +11.2% |
| YTD | +25.1% | +52.5% | -27.4% | +25.5% |
| 1Y | +28.0% | +58.5% | -30.5% | +28.4% |
| 3Y | +37.6% | +281.7% | -244.1% | +40.0% |
| 5Y | +39.7% | +237.3% | -197.6% | +45.0% |
| All | +31.6% | +244.4% | -212.8% | +38.4% |
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 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