+243.8%
ZETA vs CLX
-39.4%
+283.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -6.5% | -5.9% | -0.6% | -5.9% |
| 30D | +4.8% | -17.0% | +21.9% | +6.9% |
| 3M | +53.3% | -9.6% | +62.9% | +55.0% |
| 6M | +66.8% | -21.5% | +88.3% | +71.0% |
| YTD | +50.2% | -8.8% | +59.0% | +50.6% |
| 1Y | +62.0% | -24.7% | +86.7% | +66.3% |
| 3Y | +276.4% | -35.6% | +312.0% | +289.3% |
| 5Y | +341.6% | -37.6% | +379.3% | +343.7% |
| All | +243.8% | -39.4% | +283.1% | +260.5% |
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