-62.7%
CBRS vs ZETA
+28.6%
-91.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.0% |
| 7D | +19.6% | +26.5% | -6.8% | +13.9% |
| 30D | -34.4% | +10.3% | -44.7% | -37.9% |
| 3M | -62.7% | +30.5% | -93.2% | -62.1% |
| All | -62.7% | +28.6% | -91.3% | -62.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling