+28.0%
CI vs ZETA
+237.6%
-209.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.9% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +0.5% | +10.5% | -10.0% | +0.3% |
| 3M | -5.2% | +44.3% | -49.5% | -5.7% |
| 6M | +4.3% | +59.4% | -55.1% | +3.4% |
| YTD | +2.8% | +49.5% | -46.7% | +1.9% |
| 1Y | -5.8% | +62.7% | -68.5% | -6.8% |
| 3Y | +4.7% | +274.6% | -269.9% | +1.6% |
| 5Y | +42.7% | +349.3% | -306.7% | +36.9% |
| All | +28.0% | +237.6% | -209.7% | +21.9% |
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