-39.8%
COIN vs ZETA
+68.7%
-108.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -2.3% |
| 7D | +3.4% | +2.7% | +0.7% | +2.2% |
| 30D | +23.2% | +15.8% | +7.4% | +15.0% |
| 3M | +12.5% | +35.4% | -22.9% | -3.4% |
| 6M | -11.6% | +67.1% | -78.7% | -33.2% |
| YTD | -18.4% | +54.1% | -72.4% | -38.0% |
| 1Y | -39.8% | +67.8% | -107.6% | -55.1% |
| All | -39.8% | +68.7% | -108.5% | -55.1% |
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