+36.3%
CI vs ZETA
+313.7%
-277.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -1.7% | +26.5% | -28.2% | -2.1% |
| 30D | +4.9% | +10.3% | -5.4% | +4.7% |
| 3M | +7.4% | +30.5% | -23.2% | +6.9% |
| 6M | +0.4% | +129.4% | -129.0% | -1.0% |
| YTD | +9.5% | +83.1% | -73.7% | +8.2% |
| 1Y | +12.0% | +82.1% | -70.1% | +10.6% |
| 3Y | +7.1% | +352.3% | -345.2% | +3.6% |
| 5Y | +49.3% | +293.1% | -243.8% | +42.7% |
| All | +36.3% | +313.7% | -277.4% | +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