+279.2%
ZETA vs CLX
-34.1%
+313.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -2.4% | -3.5% | +1.1% | -1.8% |
| 30D | +15.6% | -11.9% | +27.4% | +18.2% |
| 3M | +41.5% | -2.6% | +44.1% | +42.6% |
| 6M | +63.4% | -18.2% | +81.6% | +69.7% |
| YTD | +51.3% | -5.9% | +57.2% | +50.2% |
| 1Y | +65.8% | -23.8% | +89.6% | +74.4% |
| 3Y | +279.2% | -33.6% | +312.8% | +277.5% |
| All | +279.2% | -34.1% | +313.3% | +277.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling