-5.1%
COF vs ZETA
+84.8%
-89.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.6% |
| 7D | +0.7% | -5.0% | +5.7% | +1.5% |
| 30D | +5.7% | -3.3% | +9.1% | +6.2% |
| 3M | -6.7% | +31.0% | -37.7% | -11.6% |
| 6M | +9.5% | +72.2% | -62.7% | -2.9% |
| YTD | -13.9% | +56.2% | -70.0% | -24.3% |
| 1Y | -5.1% | +90.3% | -95.4% | -19.3% |
| All | -5.1% | +84.8% | -89.8% | -19.3% |
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