+4.7%
CPRT vs ZETA
+259.8%
-255.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +1.1% |
| 7D | +1.6% | +6.2% | -4.6% | +0.9% |
| 30D | +18.8% | -2.0% | +20.8% | +18.9% |
| 3M | +9.4% | +21.7% | -12.3% | +6.8% |
| 6M | -4.4% | +89.1% | -93.5% | -11.7% |
| YTD | -17.1% | +59.3% | -76.4% | -22.5% |
| 1Y | -19.9% | +66.2% | -86.1% | -25.7% |
| 3Y | -30.5% | +297.3% | -327.8% | -47.3% |
| 5Y | -15.9% | +227.5% | -243.4% | -38.5% |
| All | +4.7% | +259.8% | -255.1% | -24.9% |
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