+47.7%
CI vs ZETA
+232.9%
-185.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -2.7% |
| 7D | -1.6% | -0.4% | -1.1% | -1.6% |
| 30D | +5.4% | -8.0% | +13.4% | +5.5% |
| 3M | +7.3% | +21.4% | -14.1% | +6.9% |
| 6M | +5.3% | +80.1% | -74.8% | +4.1% |
| YTD | +8.5% | +52.5% | -44.0% | +7.4% |
| 1Y | +17.1% | +58.5% | -41.4% | +15.8% |
| 3Y | +1.4% | +281.7% | -280.3% | -2.1% |
| All | +47.7% | +232.9% | -185.3% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling