+279.2%
ZETA vs CLBK
+55.4%
+223.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -2.4% | +1.1% | -3.6% | -3.2% |
| 30D | +15.6% | +7.8% | +7.8% | +9.8% |
| 3M | +41.5% | +23.9% | +17.6% | +22.0% |
| 6M | +63.4% | +42.3% | +21.1% | +28.3% |
| YTD | +51.3% | +65.4% | -14.1% | +6.7% |
| 1Y | +65.8% | +70.3% | -4.5% | +14.2% |
| 3Y | +279.2% | +54.5% | +224.7% | +177.1% |
| All | +279.2% | +55.4% | +223.8% | +177.1% |
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 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