+312.3%
ZETA vs CLX
-24.2%
+336.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -1.8% |
| 7D | +18.1% | +9.5% | +8.6% | +17.0% |
| 30D | +13.6% | +30.7% | -17.1% | +10.4% |
| 3M | +23.7% | +4.2% | +19.5% | +23.2% |
| 6M | +128.5% | +22.1% | +106.4% | +123.9% |
| YTD | +80.1% | +14.1% | +66.0% | +76.3% |
| 1Y | +98.0% | +10.3% | +87.7% | +94.7% |
| 3Y | +348.6% | -7.8% | +356.4% | +352.1% |
| 5Y | +286.6% | -20.8% | +307.5% | +278.1% |
| All | +312.3% | -24.2% | +336.4% | +322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling