+173.0%
COP vs ZETA
+237.6%
-64.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +11.7% | +10.5% | +1.3% | +11.1% |
| 3M | +17.7% | +44.3% | -26.6% | +15.1% |
| 6M | +18.3% | +59.4% | -41.1% | +14.6% |
| YTD | +49.1% | +49.5% | -0.4% | +44.5% |
| 1Y | +53.3% | +62.7% | -9.4% | +47.2% |
| 3Y | +22.2% | +274.6% | -252.5% | +5.4% |
| 5Y | +193.3% | +349.3% | -156.0% | +139.0% |
| All | +173.0% | +237.6% | -64.6% | +137.9% |
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