+349.3%
ZETA vs CLX
-37.0%
+386.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -0.1% | -4.9% | +4.9% | +0.6% |
| 30D | +10.5% | -15.8% | +26.3% | +12.7% |
| 3M | +44.3% | -7.9% | +52.2% | +45.8% |
| 6M | +59.4% | -19.0% | +78.5% | +63.4% |
| YTD | +49.5% | -7.9% | +57.4% | +49.8% |
| 1Y | +62.7% | -25.4% | +88.0% | +67.9% |
| 3Y | +274.6% | -35.0% | +309.6% | +289.2% |
| 5Y | +349.3% | -36.8% | +386.1% | +342.8% |
| All | +349.3% | -37.0% | +386.3% | +342.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling