+157.6%
CIEN vs ZETA
+61.8%
+95.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +5.4% | -6.5% | +11.9% | +5.7% |
| 30D | -13.7% | +4.8% | -18.5% | -14.0% |
| 3M | -23.0% | +53.3% | -76.4% | -25.4% |
| 6M | -0.8% | +66.8% | -67.6% | -4.6% |
| YTD | +43.1% | +50.2% | -7.1% | +39.3% |
| 1Y | +157.6% | +62.0% | +95.6% | +146.2% |
| All | +157.6% | +61.8% | +95.9% | +146.2% |
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