+121.9%
CB vs ZETA
+247.9%
-126.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.8% |
| 7D | +0.5% | +2.7% | -2.2% | +0.4% |
| 30D | -3.1% | +15.8% | -18.9% | -3.4% |
| 3M | +9.0% | +35.4% | -26.5% | +8.2% |
| 6M | +2.9% | +67.1% | -64.3% | +1.6% |
| YTD | +10.1% | +54.1% | -43.9% | +8.8% |
| 1Y | +22.8% | +67.8% | -45.0% | +20.9% |
| 3Y | +73.8% | +311.4% | -237.6% | +63.1% |
| 5Y | +99.2% | +324.8% | -225.6% | +84.1% |
| All | +121.9% | +247.9% | -126.0% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling