+68.1%
CSX vs ZETA
+259.8%
-191.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +2.4% |
| 7D | -2.2% | +6.2% | -8.4% | -2.7% |
| 30D | +6.8% | -2.0% | +8.8% | +6.9% |
| 3M | +0.7% | +21.7% | -21.0% | -1.1% |
| 6M | +13.3% | +89.1% | -75.9% | +6.9% |
| YTD | +40.5% | +59.3% | -18.8% | +33.6% |
| 1Y | +44.7% | +66.2% | -21.5% | +36.8% |
| 3Y | +74.5% | +297.3% | -222.8% | +43.2% |
| 5Y | +52.0% | +227.5% | -175.5% | +21.8% |
| All | +68.1% | +259.8% | -191.7% | +35.3% |
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