-60.3%
CPNG vs ZETA
+235.0%
-295.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | -1.1% | -3.7% | +2.6% | -0.4% |
| 30D | -7.4% | +5.7% | -13.1% | -8.6% |
| 3M | -12.3% | +50.4% | -62.8% | -19.9% |
| 6M | -19.4% | +65.5% | -84.9% | -28.2% |
| YTD | -35.9% | +48.3% | -84.2% | -42.1% |
| 1Y | -53.4% | +45.4% | -98.8% | -58.2% |
| 3Y | -20.0% | +270.8% | -290.8% | -54.0% |
| 5Y | -49.6% | +336.1% | -385.7% | -72.1% |
| All | -60.3% | +235.0% | -295.2% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling