+29.3%
CI vs ZETA
+247.9%
-218.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | +1.3% | +2.7% | -1.3% | +1.3% |
| 30D | +4.4% | +15.8% | -11.4% | +4.2% |
| 3M | +0.7% | +35.4% | -34.8% | +0.1% |
| 6M | +0.3% | +67.1% | -66.8% | -0.6% |
| YTD | +3.8% | +54.1% | -50.2% | +2.9% |
| 1Y | -5.5% | +67.8% | -73.3% | -6.5% |
| 3Y | +8.1% | +311.4% | -303.3% | +4.7% |
| 5Y | +42.8% | +324.8% | -282.0% | +36.7% |
| All | +29.3% | +247.9% | -218.7% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling