+1,980.9%
CLS vs ZETA
+281.0%
+1,699.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.0% |
| 7D | +16.3% | +18.1% | -1.8% | +11.9% |
| 30D | -25.7% | +13.6% | -39.2% | -27.7% |
| 3M | -30.9% | +23.7% | -54.6% | -34.3% |
| 6M | -35.5% | +128.5% | -164.0% | -47.0% |
| YTD | -18.7% | +80.1% | -98.8% | -30.6% |
| 1Y | -17.9% | +98.0% | -115.9% | -31.5% |
| 3Y | +838.1% | +348.6% | +489.5% | +494.3% |
| All | +1,980.9% | +281.0% | +1,699.9% | +1,117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling