+319.2%
ZETA vs CLX
-25.0%
+344.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +26.5% | +8.5% | +17.9% | +25.4% |
| 30D | +10.3% | +30.0% | -19.7% | +7.2% |
| 3M | +30.5% | +3.8% | +26.8% | +30.0% |
| 6M | +129.4% | +24.6% | +104.7% | +124.3% |
| YTD | +83.1% | +12.8% | +70.4% | +79.5% |
| 1Y | +82.1% | +8.6% | +73.5% | +79.3% |
| 3Y | +352.3% | -8.6% | +361.0% | +356.4% |
| 5Y | +293.1% | -21.8% | +314.9% | +285.0% |
| All | +319.2% | -25.0% | +344.3% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling