+108.5%
CSCO vs ZETA
+281.1%
-172.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | -10.1% | +15.6% | -25.7% | -11.3% |
| 3M | -11.7% | +41.5% | -53.2% | -14.5% |
| 6M | +40.1% | +63.4% | -23.3% | +33.6% |
| YTD | +43.8% | +51.3% | -7.5% | +37.2% |
| 1Y | +66.6% | +65.8% | +0.8% | +57.1% |
| 3Y | +108.5% | +279.2% | -170.7% | +64.5% |
| All | +108.5% | +281.1% | -172.6% | +64.5% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling