-61.1%
CPNG vs ZETA
+241.7%
-302.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.8% |
| 7D | -6.3% | -2.4% | -3.8% | -5.9% |
| 30D | -8.7% | +15.6% | -24.3% | -11.5% |
| 3M | -2.4% | +41.5% | -43.9% | -9.7% |
| 6M | -22.3% | +63.4% | -85.8% | -30.7% |
| YTD | -37.2% | +51.3% | -88.5% | -43.5% |
| 1Y | -53.0% | +65.8% | -118.8% | -58.9% |
| 3Y | -20.0% | +279.2% | -299.2% | -54.2% |
| 5Y | -52.8% | +341.8% | -394.5% | -74.0% |
| All | -61.1% | +241.7% | -302.8% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling