-46.8%
CPNG vs ZETA
+68.7%
-115.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.8% |
| 7D | -7.4% | +2.7% | -10.1% | -7.9% |
| 30D | -4.4% | +15.8% | -20.2% | -6.7% |
| 3M | -7.5% | +35.4% | -42.9% | -12.4% |
| 6M | -19.9% | +67.1% | -87.1% | -27.6% |
| YTD | -35.2% | +54.1% | -89.2% | -41.4% |
| 1Y | -46.8% | +67.8% | -114.6% | -50.5% |
| All | -46.8% | +68.7% | -115.5% | -50.5% |
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 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