+18.0%
CI vs ZETA
+84.8%
-66.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +3.4% |
| 7D | +3.5% | -5.0% | +8.5% | +3.5% |
| 30D | +12.6% | -3.3% | +15.9% | +12.5% |
| 3M | +12.1% | +31.0% | -18.9% | +12.5% |
| 6M | +10.6% | +72.2% | -61.6% | +11.3% |
| YTD | +12.8% | +56.2% | -43.3% | +13.9% |
| 1Y | +18.0% | +90.3% | -72.3% | +20.1% |
| All | +18.0% | +84.8% | -66.8% | +20.1% |
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