+74.5%
CSX vs ZETA
+254.2%
-179.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +4.9% | -2.0% |
| 7D | -2.7% | -10.0% | +7.3% | -2.2% |
| 30D | +7.0% | -10.6% | +17.6% | +7.5% |
| 3M | -0.3% | +8.9% | -9.2% | -0.9% |
| 6M | +13.5% | +65.1% | -51.6% | +9.8% |
| YTD | +41.5% | +44.8% | -3.3% | +37.2% |
| 1Y | +45.8% | +47.8% | -2.0% | +41.0% |
| All | +74.5% | +254.2% | -179.7% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling