-41.3%
CORZ vs ZETA
+84.8%
-126.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.6% | -13.0% | -10.8% |
| 7D | -14.9% | -5.0% | -9.9% | -14.2% |
| 30D | -23.1% | -3.3% | -19.8% | -22.5% |
| 3M | -44.1% | +31.0% | -75.1% | -46.2% |
| 6M | -39.5% | +72.2% | -111.7% | -45.2% |
| YTD | -12.4% | +56.2% | -68.5% | -22.1% |
| 1Y | -41.3% | +90.3% | -131.6% | -50.6% |
| All | -41.3% | +84.8% | -126.1% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling