-21.0%
COIN vs ZETA
+235.0%
-256.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.8% |
| 3M | +9.2% | +50.4% | -41.2% | -10.2% |
| 6M | -11.8% | +65.5% | -77.2% | -31.8% |
| YTD | -22.5% | +48.3% | -70.8% | -37.5% |
| 1Y | -45.9% | +45.4% | -91.3% | -56.6% |
| 3Y | +117.4% | +270.8% | -153.4% | -5.0% |
| 5Y | -29.4% | +336.1% | -365.5% | -72.3% |
| All | -21.0% | +235.0% | -256.0% | -67.4% |
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 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