-23.9%
CPRT vs ZETA
+84.8%
-108.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +4.8% |
| 7D | +12.6% | -5.0% | +17.6% | +13.1% |
| 30D | +18.0% | -3.3% | +21.3% | +18.2% |
| 3M | +11.0% | +31.0% | -20.0% | +8.2% |
| 6M | -2.0% | +72.2% | -74.2% | -7.3% |
| YTD | -16.7% | +56.2% | -72.8% | -21.8% |
| 1Y | -23.9% | +90.3% | -114.2% | -27.6% |
| All | -23.9% | +84.8% | -108.6% | -27.6% |
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 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