+174.5%
CIEN vs ZETA
+68.7%
+105.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.3% |
| 7D | -15.2% | +2.7% | -17.8% | -15.3% |
| 30D | -21.5% | +15.8% | -37.3% | -22.3% |
| 3M | -40.1% | +35.4% | -75.5% | -41.0% |
| 6M | -6.6% | +67.1% | -73.7% | -9.8% |
| YTD | +37.3% | +54.1% | -16.8% | +33.5% |
| 1Y | +174.5% | +67.8% | +106.7% | +161.8% |
| All | +174.5% | +68.7% | +105.8% | +161.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling