+144.8%
CB vs ZETA
+306.8%
-162.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.1% |
| 7D | +2.9% | +18.1% | -15.2% | +2.6% |
| 30D | +7.3% | +13.6% | -6.3% | +7.0% |
| 3M | +9.4% | +23.7% | -14.3% | +8.9% |
| 6M | +19.6% | +128.5% | -108.9% | +17.5% |
| YTD | +21.5% | +80.1% | -58.6% | +19.7% |
| 1Y | +28.0% | +98.0% | -70.0% | +25.8% |
| 3Y | +74.9% | +348.6% | -273.7% | +64.1% |
| 5Y | +108.1% | +286.6% | -178.5% | +92.3% |
| All | +144.8% | +306.8% | -162.0% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling