+129.8%
CSCO vs ZETA
+247.9%
-118.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.9% |
| 7D | -0.7% | +2.7% | -3.3% | -0.9% |
| 30D | -10.1% | +15.8% | -25.9% | -11.3% |
| 3M | -15.7% | +35.4% | -51.1% | -17.9% |
| 6M | +36.3% | +67.1% | -30.8% | +30.1% |
| YTD | +43.8% | +54.1% | -10.2% | +37.5% |
| 1Y | +63.9% | +67.8% | -3.9% | +55.0% |
| 3Y | +104.4% | +311.4% | -207.1% | +72.9% |
| 5Y | +111.4% | +324.8% | -213.4% | +75.0% |
| All | +129.8% | +247.9% | -118.1% | +90.7% |
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