+62.0%
ZETA vs CLX
-25.7%
+87.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -6.5% | -5.9% | -0.6% | -6.4% |
| 30D | +4.8% | -17.0% | +21.9% | +5.0% |
| 3M | +53.3% | -9.6% | +62.9% | +53.0% |
| 6M | +66.8% | -21.5% | +88.3% | +62.4% |
| YTD | +50.2% | -8.8% | +59.0% | +47.0% |
| 1Y | +62.0% | -24.7% | +86.7% | +46.5% |
| All | +62.0% | -25.7% | +87.7% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling