+3.3%
CPRT vs ZETA
+313.7%
-310.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -1.5% | +26.5% | -27.9% | -4.0% |
| 30D | +21.4% | +10.3% | +11.1% | +19.8% |
| 3M | +10.4% | +30.5% | -20.2% | +6.9% |
| 6M | -4.3% | +129.4% | -133.7% | -13.5% |
| YTD | -18.3% | +83.1% | -101.4% | -24.8% |
| 1Y | -22.5% | +82.1% | -104.6% | -28.8% |
| 3Y | -34.3% | +352.3% | -386.6% | -50.9% |
| 5Y | -17.8% | +293.1% | -310.9% | -40.9% |
| All | +3.3% | +313.7% | -310.4% | -27.1% |
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 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