+36.0%
CI vs ZETA
+259.8%
-223.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | +0.6% |
| 7D | +0.1% | +6.2% | -6.1% | +0.1% |
| 30D | +4.7% | -2.0% | +6.7% | +4.7% |
| 3M | +5.2% | +21.7% | -16.5% | +4.9% |
| 6M | +3.8% | +89.1% | -85.4% | +2.6% |
| YTD | +9.2% | +59.3% | -50.1% | +8.2% |
| 1Y | +14.3% | +66.2% | -51.9% | +13.0% |
| 3Y | +8.4% | +297.3% | -288.9% | +5.1% |
| 5Y | +50.0% | +227.5% | -177.4% | +43.7% |
| All | +36.0% | +259.8% | -223.8% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling