+67.8%
ZETA vs CLBK
+73.3%
-5.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | +1.2% | +1.4% | +2.0% |
| 30D | +15.8% | +9.1% | +6.7% | +10.1% |
| 3M | +35.4% | +27.7% | +7.7% | +16.2% |
| 6M | +67.1% | +40.8% | +26.3% | +34.7% |
| YTD | +54.1% | +66.4% | -12.3% | +12.2% |
| 1Y | +67.8% | +72.4% | -4.6% | +15.4% |
| All | +67.8% | +73.3% | -5.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling