+51.2%
CI vs ZETA
+281.0%
-229.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +1.2% | +18.1% | -17.0% | +0.9% |
| 30D | +2.6% | +13.6% | -11.0% | +2.3% |
| 3M | +7.4% | +23.7% | -16.3% | +7.0% |
| 6M | -0.1% | +128.5% | -128.6% | -1.6% |
| YTD | +9.7% | +80.1% | -70.4% | +8.4% |
| 1Y | +12.1% | +98.0% | -85.9% | +10.5% |
| 3Y | +7.0% | +348.6% | -341.6% | +3.1% |
| All | +51.2% | +281.0% | -229.8% | +41.9% |
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