-51.1%
CPNG vs ZETA
+352.7%
-403.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.4% | -6.5% | +1.1% | -4.1% |
| 30D | -11.1% | +4.8% | -15.9% | -12.2% |
| 3M | -3.0% | +53.3% | -56.3% | -12.2% |
| 6M | -23.5% | +66.8% | -90.3% | -32.6% |
| YTD | -37.8% | +50.2% | -88.0% | -44.4% |
| 1Y | -54.3% | +62.0% | -116.4% | -60.4% |
| 3Y | -20.8% | +276.4% | -297.1% | -57.5% |
| 5Y | -51.1% | +341.6% | -392.7% | -76.0% |
| All | -51.1% | +352.7% | -403.8% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling