+774.9%
CLS vs ZETA
+293.4%
+481.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.5% | +3.4% | +6.7% |
| 7D | -10.6% | +6.2% | -16.8% | -11.8% |
| 30D | -38.4% | -2.0% | -36.4% | -38.0% |
| 3M | -29.9% | +21.7% | -51.6% | -33.2% |
| 6M | -40.6% | +89.1% | -129.8% | -49.3% |
| YTD | -24.6% | +59.3% | -83.9% | -34.0% |
| 1Y | -30.8% | +66.2% | -97.0% | -40.0% |
| All | +774.9% | +293.4% | +481.4% | +440.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling