-30.5%
CPRT vs ZETA
+280.5%
-311.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +1.3% |
| 7D | +1.6% | +6.2% | -4.6% | +1.2% |
| 30D | +18.8% | -2.0% | +20.8% | +18.8% |
| 3M | +9.4% | +21.7% | -12.3% | +7.7% |
| 6M | -4.4% | +89.1% | -93.5% | -9.3% |
| YTD | -17.1% | +59.3% | -76.4% | -20.8% |
| 1Y | -19.9% | +66.2% | -86.1% | -23.8% |
| 3Y | -30.5% | +297.3% | -327.8% | -44.3% |
| All | -30.5% | +280.5% | -311.0% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling