-15.9%
CORZ vs ZETA
+91.3%
-107.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.6% | +3.4% | +9.3% |
| 7D | +14.2% | +18.8% | -4.6% | +10.3% |
| 30D | -3.0% | +12.6% | -15.6% | -5.3% |
| 3M | -26.3% | +29.5% | -55.7% | -29.5% |
| 6M | -36.5% | +128.6% | -165.1% | -46.7% |
| YTD | +0.1% | +85.5% | -85.4% | -15.0% |
| 1Y | -15.9% | +90.6% | -106.5% | -30.3% |
| All | -15.9% | +91.3% | -107.2% | -30.3% |
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 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