+118.7%
CB vs ZETA
+241.7%
-123.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.4% |
| 7D | -0.6% | -2.4% | +1.8% | -0.6% |
| 30D | -3.9% | +15.6% | -19.5% | -4.2% |
| 3M | +4.9% | +41.5% | -36.6% | +4.1% |
| 6M | +3.3% | +63.4% | -60.2% | +2.0% |
| YTD | +8.5% | +51.3% | -42.8% | +7.3% |
| 1Y | +22.1% | +65.8% | -43.7% | +20.2% |
| 3Y | +70.1% | +279.2% | -209.1% | +60.1% |
| 5Y | +97.4% | +341.8% | -244.4% | +82.5% |
| All | +118.7% | +241.7% | -123.0% | +105.6% |
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