+356.2%
ZETA vs CLBK
+54.8%
+301.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.5% |
| 7D | +26.5% | +2.5% | +24.0% | +24.6% |
| 30D | +10.3% | +3.7% | +6.6% | +7.7% |
| 3M | +30.5% | -3.3% | +33.8% | +33.0% |
| 6M | +129.4% | +29.6% | +99.7% | +91.4% |
| YTD | +83.1% | +60.3% | +22.9% | +31.6% |
| 1Y | +82.1% | +63.4% | +18.6% | +28.9% |
| All | +356.2% | +54.8% | +301.4% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling