+45.4%
COF vs ZETA
+352.7%
-307.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -6.1% | -6.5% | +0.4% | -5.0% |
| 30D | -5.2% | +4.8% | -10.0% | -6.0% |
| 3M | +17.0% | +53.3% | -36.3% | +8.2% |
| 6M | +12.9% | +66.8% | -53.9% | +2.0% |
| YTD | -13.5% | +50.2% | -63.7% | -21.0% |
| 1Y | -5.9% | +62.0% | -67.9% | -15.7% |
| 3Y | +117.1% | +276.4% | -159.2% | +54.3% |
| 5Y | +45.4% | +341.6% | -296.2% | -3.2% |
| All | +45.4% | +352.7% | -307.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling