+3,857.3%
CLS vs ZETA
+237.6%
+3,619.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +20.1% | -0.1% | +20.2% | +20.2% |
| 30D | +6.0% | +10.5% | -4.4% | +3.7% |
| 3M | -10.3% | +44.3% | -54.6% | -17.5% |
| 6M | +24.5% | +59.4% | -34.9% | +11.8% |
| YTD | +12.9% | +49.5% | -36.6% | +1.6% |
| 1Y | +36.7% | +62.7% | -26.0% | +20.0% |
| 3Y | +1,328.1% | +274.6% | +1,053.5% | +896.8% |
| 5Y | +3,682.3% | +349.3% | +3,333.0% | +2,376.8% |
| All | +3,857.3% | +237.6% | +3,619.7% | +2,517.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling