+63.6%
CSX vs ZETA
+244.4%
-180.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.3% | -8.7% | -3.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.5% |
| 30D | +4.9% | -8.0% | +13.0% | +5.5% |
| 3M | -2.9% | +21.4% | -24.3% | -4.5% |
| 6M | +8.3% | +80.1% | -71.7% | +2.6% |
| YTD | +36.7% | +52.5% | -15.7% | +30.4% |
| 1Y | +41.5% | +58.5% | -17.0% | +34.3% |
| 3Y | +68.6% | +281.7% | -213.0% | +38.8% |
| 5Y | +48.4% | +237.3% | -188.8% | +18.8% |
| All | +63.6% | +244.4% | -180.8% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling