+44.4%
COF vs ZETA
+235.0%
-190.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -5.1% | -3.7% | -1.4% | -4.6% |
| 30D | -6.0% | +5.7% | -11.7% | -7.0% |
| 3M | +14.8% | +50.4% | -35.6% | +6.6% |
| 6M | +15.3% | +65.5% | -50.1% | +4.5% |
| YTD | -13.0% | +48.3% | -61.4% | -20.2% |
| 1Y | -5.7% | +45.4% | -51.1% | -13.9% |
| 3Y | +118.1% | +270.8% | -152.6% | +57.2% |
| 5Y | +46.2% | +336.1% | -289.9% | -1.1% |
| All | +44.4% | +235.0% | -190.6% | +0.6% |
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