+64.5%
CSX vs ZETA
+247.9%
-183.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 6M | +16.2% | +67.1% | -50.9% | +10.6% |
| YTD | +37.5% | +54.1% | -16.5% | +31.3% |
| 1Y | +53.2% | +67.8% | -14.6% | +44.4% |
| 3Y | +68.2% | +311.4% | -243.2% | +37.4% |
| 5Y | +65.2% | +324.8% | -259.6% | +29.6% |
| All | +64.5% | +247.9% | -183.4% | +33.0% |
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