-27.8%
COIN vs ZETA
+332.4%
-360.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.3% |
| 7D | -5.1% | -3.7% | -1.3% | -3.4% |
| 30D | +17.6% | +5.7% | +11.9% | +14.7% |
| 3M | +9.2% | +50.4% | -41.2% | -11.0% |
| 6M | -11.8% | +65.5% | -77.2% | -32.6% |
| YTD | -22.5% | +48.3% | -70.8% | -38.1% |
| 1Y | -45.9% | +45.4% | -91.3% | -57.1% |
| 3Y | +117.4% | +270.8% | -153.4% | -11.3% |
| All | -27.8% | +332.4% | -360.2% | -74.4% |
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