+103.2%
CB vs ZETA
+232.9%
-129.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -1.9% |
| 7D | +0.2% | -0.4% | +0.7% | +0.2% |
| 30D | +9.1% | -8.0% | +17.1% | +9.2% |
| 3M | +3.4% | +21.4% | -18.0% | +2.9% |
| 6M | +14.1% | +80.1% | -66.0% | +12.4% |
| YTD | +18.0% | +52.5% | -34.5% | +16.5% |
| 1Y | +30.1% | +58.5% | -28.3% | +28.2% |
| 3Y | +71.8% | +281.7% | -209.9% | +59.7% |
| All | +103.2% | +232.9% | -129.7% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling