+98.0%
ZETA vs CLBK
+63.8%
+34.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +18.1% | +0.9% | +17.2% | +17.7% |
| 30D | +13.6% | +3.4% | +10.2% | +12.1% |
| 3M | +23.7% | -4.3% | +28.0% | +26.0% |
| 6M | +128.5% | +28.4% | +100.1% | +100.7% |
| YTD | +80.1% | +59.4% | +20.7% | +45.9% |
| 1Y | +98.0% | +64.8% | +33.2% | +50.1% |
| All | +98.0% | +63.8% | +34.2% | +50.1% |
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