+70.1%
CSX vs ZETA
+289.2%
-219.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.2% | -7.0% | +0.6% |
| 7D | +0.7% | +13.2% | -12.5% | -0.3% |
| 30D | +8.1% | +6.0% | +2.1% | +7.5% |
| 3M | +2.2% | +27.3% | -25.1% | +0.1% |
| 6M | +14.6% | +104.6% | -90.0% | +7.5% |
| YTD | +42.2% | +72.3% | -30.1% | +34.3% |
| 1Y | +47.3% | +76.3% | -29.0% | +38.7% |
| 3Y | +73.5% | +325.6% | -252.1% | +41.7% |
| 5Y | +54.1% | +254.2% | -200.1% | +22.7% |
| All | +70.1% | +289.2% | -219.1% | +36.1% |
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 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