+72.2%
CSX vs ZETA
+311.4%
-239.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.1% |
| 7D | -3.4% | +2.7% | -6.0% | -3.5% |
| 30D | -3.1% | +15.8% | -18.9% | -3.9% |
| 3M | +7.2% | +35.4% | -28.2% | +5.2% |
| 6M | +16.2% | +67.1% | -50.9% | +12.2% |
| YTD | +37.5% | +54.1% | -16.5% | +33.0% |
| 1Y | +53.2% | +67.8% | -14.6% | +46.8% |
| All | +72.2% | +311.4% | -239.2% | +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 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