+168.5%
COP vs ZETA
+247.9%
-79.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.9% |
| 7D | +3.0% | +2.7% | +0.3% | +2.8% |
| 30D | +17.5% | +15.8% | +1.7% | +16.5% |
| 3M | +13.4% | +35.4% | -22.1% | +11.3% |
| 6M | +17.7% | +67.1% | -49.4% | +13.8% |
| YTD | +46.6% | +54.1% | -7.5% | +41.9% |
| 1Y | +44.6% | +67.8% | -23.2% | +38.6% |
| 3Y | +20.7% | +311.4% | -290.7% | +3.4% |
| 5Y | +185.0% | +324.8% | -139.8% | +134.3% |
| All | +168.5% | +247.9% | -79.5% | +133.6% |
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