+38.7%
CI vs ZETA
+318.9%
-280.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.6% | -8.2% | -0.7% |
| 7D | -1.3% | +18.8% | -20.1% | -1.6% |
| 30D | +6.4% | +12.6% | -6.2% | +6.2% |
| 3M | +10.7% | +29.5% | -18.8% | +10.2% |
| 6M | +5.5% | +128.6% | -123.1% | +4.0% |
| YTD | +11.4% | +85.5% | -74.1% | +10.1% |
| 1Y | +15.0% | +90.6% | -75.6% | +13.6% |
| 3Y | +9.0% | +358.0% | -349.0% | +5.4% |
| 5Y | +52.0% | +282.0% | -230.0% | +45.2% |
| All | +38.7% | +318.9% | -280.2% | +31.7% |
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