+472.8%
CIEN vs ZETA
+237.6%
+235.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -4.6% | -0.1% | -4.5% | -4.8% |
| 30D | -12.8% | +10.5% | -23.3% | -14.4% |
| 3M | -23.1% | +44.3% | -67.4% | -27.9% |
| 6M | +6.1% | +59.4% | -53.3% | -3.1% |
| YTD | +44.5% | +49.5% | -5.0% | +32.2% |
| 1Y | +176.6% | +62.7% | +113.9% | +148.1% |
| 3Y | +601.0% | +274.6% | +326.3% | +424.0% |
| 5Y | +509.1% | +349.3% | +159.8% | +335.4% |
| All | +472.8% | +237.6% | +235.2% | +313.4% |
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