+27.8%
CB vs ZETA
+91.3%
-63.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.4% |
| 7D | -1.0% | +18.8% | -19.8% | -0.7% |
| 30D | +7.3% | +12.6% | -5.3% | +7.5% |
| 3M | +7.0% | +29.5% | -22.4% | +7.5% |
| 6M | +16.3% | +128.6% | -112.2% | +17.2% |
| YTD | +19.7% | +85.5% | -65.7% | +20.1% |
| 1Y | +27.8% | +90.6% | -62.8% | +28.8% |
| All | +27.8% | +91.3% | -63.5% | +28.8% |
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