+73.3%
CSX vs ZETA
+306.8%
-233.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +6.0% | +18.1% | -12.1% | +4.6% |
| 30D | +7.8% | +13.6% | -5.8% | +6.7% |
| 3M | +4.1% | +23.7% | -19.6% | +2.2% |
| 6M | +17.9% | +128.5% | -110.6% | +9.7% |
| YTD | +44.9% | +80.1% | -35.2% | +36.4% |
| 1Y | +51.1% | +98.0% | -46.9% | +41.0% |
| 3Y | +78.3% | +348.6% | -270.3% | +44.9% |
| 5Y | +58.1% | +286.6% | -228.5% | +25.2% |
| All | +73.3% | +306.8% | -233.4% | +38.2% |
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 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