+20.3%
CL vs ZETA
+247.9%
-227.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.5% |
| 7D | -2.2% | +2.7% | -4.8% | -2.2% |
| 30D | -4.8% | +15.8% | -20.6% | -4.8% |
| 3M | +4.9% | +35.4% | -30.5% | +5.1% |
| 6M | -5.7% | +67.1% | -72.8% | -5.4% |
| YTD | +14.4% | +54.1% | -39.7% | +14.8% |
| 1Y | +8.7% | +67.8% | -59.1% | +9.1% |
| 3Y | +30.0% | +311.4% | -281.4% | +32.4% |
| 5Y | +28.4% | +324.8% | -296.4% | +35.0% |
| All | +20.3% | +247.9% | -227.7% | +26.5% |
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