+50.3%
CSX vs ZETA
+91.3%
-41.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.0% | +1.5% |
| 7D | -0.3% | +18.8% | -19.0% | -0.4% |
| 30D | +8.7% | +12.6% | -3.9% | +8.5% |
| 3M | +4.2% | +29.5% | -25.3% | +3.9% |
| 6M | +16.7% | +128.6% | -111.9% | +14.5% |
| YTD | +44.5% | +85.5% | -41.0% | +41.3% |
| 1Y | +50.3% | +90.6% | -40.3% | +46.8% |
| All | +50.3% | +91.3% | -41.0% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling