-6.8%
CPRT vs ZETA
+351.1%
-357.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.9% |
| 7D | +2.2% | +2.7% | -0.4% | +1.9% |
| 30D | +16.6% | +15.8% | +0.8% | +14.6% |
| 3M | +9.6% | +35.4% | -25.8% | +5.3% |
| 6M | -11.1% | +67.1% | -78.2% | -17.1% |
| YTD | -13.9% | +54.1% | -67.9% | -19.3% |
| 1Y | -32.5% | +67.8% | -100.3% | -37.9% |
| 3Y | -25.0% | +311.4% | -336.5% | -44.9% |
| All | -6.8% | +351.1% | -357.8% | -36.0% |
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