+252.6%
ZETA vs CLBK
+50.4%
+202.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | +1.2% | +1.4% | +2.1% |
| 30D | +15.8% | +9.1% | +6.7% | +11.0% |
| 3M | +35.4% | +27.7% | +7.7% | +20.2% |
| 6M | +67.1% | +40.8% | +26.3% | +41.7% |
| YTD | +54.1% | +66.4% | -12.3% | +20.5% |
| 1Y | +67.8% | +72.4% | -4.6% | +29.0% |
| 3Y | +311.4% | +50.7% | +260.7% | +232.8% |
| 5Y | +324.8% | +42.9% | +281.9% | +240.6% |
| All | +252.6% | +50.4% | +202.2% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling