+27.2%
CB vs ZETA
+61.6%
-34.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.4% |
| 7D | -1.5% | +6.2% | -7.7% | -1.4% |
| 30D | +6.5% | -2.0% | +8.5% | +6.5% |
| 3M | +4.1% | +21.7% | -17.6% | +4.4% |
| 6M | +14.4% | +89.1% | -74.7% | +15.0% |
| YTD | +17.5% | +59.3% | -41.8% | +17.7% |
| All | +27.2% | +61.6% | -34.4% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling