+28.7%
COP vs ZETA
+280.5%
-251.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.4% |
| 7D | -8.4% | +6.2% | -14.6% | -8.6% |
| 30D | +0.3% | -2.0% | +2.3% | +0.3% |
| 3M | +15.1% | +21.7% | -6.6% | +14.5% |
| 6M | +19.8% | +89.1% | -69.4% | +17.2% |
| YTD | +46.8% | +59.3% | -12.5% | +44.1% |
| 1Y | +59.7% | +66.2% | -6.4% | +56.3% |
| 3Y | +28.7% | +297.3% | -268.6% | +20.5% |
| All | +28.7% | +280.5% | -251.8% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling