+104.7%
CSCO vs ZETA
+280.5%
-175.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +4.7% |
| 7D | -2.9% | +6.2% | -9.1% | -3.4% |
| 30D | -16.7% | -2.0% | -14.6% | -16.6% |
| 3M | -18.4% | +21.7% | -40.1% | -19.8% |
| 6M | +2.9% | +89.1% | -86.2% | -2.6% |
| YTD | +30.4% | +59.3% | -28.9% | +24.1% |
| 1Y | +41.4% | +66.2% | -24.8% | +33.9% |
| 3Y | +104.7% | +297.3% | -192.6% | +65.9% |
| All | +104.7% | +280.5% | -175.9% | +65.9% |
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 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