+82.1%
ZETA vs CLX
+7.9%
+74.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +26.5% | +8.5% | +17.9% | +25.7% |
| 30D | +10.3% | +30.0% | -19.7% | +8.5% |
| 3M | +30.5% | +3.8% | +26.8% | +30.5% |
| 6M | +129.4% | +24.6% | +104.7% | +130.1% |
| YTD | +83.1% | +12.8% | +70.4% | +67.1% |
| 1Y | +82.1% | +8.6% | +73.5% | +71.1% |
| All | +82.1% | +7.9% | +74.2% | +71.1% |
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 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