+3,542.1%
CLS vs ZETA
+343.0%
+3,199.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.0% |
| 7D | +12.8% | -2.4% | +15.2% | +13.5% |
| 30D | +3.8% | +15.6% | -11.8% | +0.4% |
| 3M | -14.6% | +41.5% | -56.1% | -21.3% |
| 6M | +32.2% | +63.4% | -31.2% | +17.7% |
| YTD | +11.6% | +51.3% | -39.7% | -0.2% |
| 1Y | +35.1% | +65.8% | -30.8% | +17.6% |
| 3Y | +1,312.5% | +279.2% | +1,033.4% | +863.2% |
| 5Y | +3,542.1% | +341.8% | +3,200.3% | +2,198.1% |
| All | +3,542.1% | +343.0% | +3,199.0% | +2,198.1% |
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 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