+129.4%
ZETA vs CLX
+24.1%
+105.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +26.5% | +8.5% | +17.9% | +25.0% |
| 30D | +10.3% | +30.0% | -19.7% | +6.6% |
| 3M | +30.5% | +3.8% | +26.8% | +31.5% |
| 6M | +129.4% | +24.6% | +104.7% | +155.0% |
| All | +129.4% | +24.1% | +105.2% | +155.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling