-46.9%
CPNG vs ZETA
+84.8%
-131.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.3% | +11.5% |
| 7D | +20.8% | -5.0% | +25.8% | +21.7% |
| 30D | +20.1% | -3.3% | +23.4% | +20.6% |
| 3M | +1.6% | +31.0% | -29.4% | -3.1% |
| 6M | -15.8% | +72.2% | -88.0% | -24.2% |
| YTD | -27.7% | +56.2% | -83.9% | -35.4% |
| 1Y | -46.9% | +90.3% | -137.2% | -52.2% |
| All | -46.9% | +84.8% | -131.7% | -52.2% |
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