+46.1%
COF vs ZETA
+237.6%
-191.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -3.4% | +10.5% | -13.8% | -5.1% |
| 3M | +15.4% | +44.3% | -28.9% | +7.9% |
| 6M | +14.4% | +59.4% | -45.0% | +4.3% |
| YTD | -12.0% | +49.5% | -61.5% | -19.3% |
| 1Y | -3.7% | +62.7% | -66.4% | -13.7% |
| 3Y | +121.1% | +274.6% | -153.6% | +59.1% |
| 5Y | +47.8% | +349.3% | -301.5% | -0.4% |
| All | +46.1% | +237.6% | -191.5% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling