-26.3%
CLSK vs ZETA
+241.7%
-268.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +7.1% |
| 7D | +21.9% | -2.4% | +24.3% | +23.2% |
| 30D | +9.6% | +15.6% | -6.0% | +1.2% |
| 3M | -18.4% | +41.5% | -59.9% | -33.4% |
| 6M | +46.4% | +63.4% | -17.1% | +8.6% |
| YTD | +33.2% | +51.3% | -18.1% | +1.1% |
| 1Y | +47.0% | +65.8% | -18.8% | +5.1% |
| 3Y | +206.4% | +279.2% | -72.8% | +15.8% |
| 5Y | +5.4% | +341.8% | -336.4% | -66.6% |
| All | -26.3% | +241.7% | -268.1% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling