+67.8%
CSX vs ZETA
+329.5%
-261.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.2% |
| 7D | -3.4% | +2.7% | -6.0% | -3.6% |
| 30D | -3.1% | +15.8% | -18.9% | -4.3% |
| 3M | +7.2% | +35.4% | -28.2% | +4.2% |
| 6M | +16.2% | +67.1% | -50.9% | +10.5% |
| YTD | +37.5% | +54.1% | -16.5% | +31.1% |
| 1Y | +53.2% | +67.8% | -14.6% | +44.2% |
| 3Y | +68.2% | +311.4% | -243.2% | +36.1% |
| All | +67.8% | +329.5% | -261.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling