+607.8%
CIEN vs ZETA
+281.1%
+326.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.6% |
| 7D | -5.3% | -2.4% | -2.8% | -5.1% |
| 30D | -17.2% | +15.6% | -32.8% | -19.4% |
| 3M | -26.9% | +41.5% | -68.4% | -31.5% |
| 6M | +16.0% | +63.4% | -47.4% | +4.8% |
| YTD | +45.9% | +51.3% | -5.4% | +32.4% |
| 1Y | +186.8% | +65.8% | +121.0% | +153.6% |
| 3Y | +607.8% | +279.2% | +328.6% | +389.4% |
| All | +607.8% | +281.1% | +326.7% | +389.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling