+114.0%
CSCO vs ZETA
+343.0%
-229.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +37.4% |
| 1Y | +66.6% | +65.8% | +0.8% | +57.2% |
| 3Y | +108.5% | +279.2% | -170.7% | +75.2% |
| 5Y | +114.0% | +341.8% | -227.8% | +72.6% |
| All | +114.0% | +343.0% | -229.1% | +72.6% |
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