-29.6%
CLS vs ZETA
+84.8%
-114.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.7% | -9.8% |
| 7D | -21.1% | -5.0% | -16.2% | -20.0% |
| 30D | -38.2% | -3.3% | -34.9% | -37.6% |
| 3M | -36.3% | +31.0% | -67.3% | -41.1% |
| 6M | -43.8% | +72.2% | -116.0% | -51.2% |
| YTD | -20.0% | +56.2% | -76.2% | -29.7% |
| 1Y | -29.6% | +90.3% | -119.9% | -44.4% |
| All | -29.6% | +84.8% | -114.4% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling