+293.1%
ZETA vs CLBK
+27.9%
+265.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +26.5% | +2.5% | +24.0% | +25.1% |
| 30D | +10.3% | +3.7% | +6.6% | +8.4% |
| 3M | +30.5% | -3.3% | +33.8% | +32.4% |
| 6M | +129.4% | +29.6% | +99.7% | +102.0% |
| YTD | +83.1% | +60.3% | +22.9% | +45.6% |
| 1Y | +82.1% | +63.4% | +18.6% | +43.4% |
| 3Y | +352.3% | +53.8% | +298.5% | +267.0% |
| 5Y | +293.1% | +29.0% | +264.2% | +224.4% |
| All | +293.1% | +27.9% | +265.3% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling