+171.1%
COP vs ZETA
+289.2%
-118.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.2% | -7.3% | +0.4% |
| 7D | -6.1% | +13.2% | -19.3% | -6.7% |
| 30D | +1.1% | +6.0% | -4.9% | +0.7% |
| 3M | +10.9% | +27.3% | -16.4% | +9.4% |
| 6M | +20.8% | +104.6% | -83.8% | +15.5% |
| YTD | +48.0% | +72.3% | -24.3% | +42.3% |
| 1Y | +58.5% | +76.3% | -17.8% | +52.0% |
| 3Y | +28.1% | +325.6% | -297.5% | +9.9% |
| 5Y | +120.5% | +254.2% | -133.8% | +82.8% |
| All | +171.1% | +289.2% | -118.1% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling