+100.6%
CTVA vs ZETA
+239.2%
-138.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.7% | -6.5% | +1.8% | -4.3% |
| 30D | +11.1% | +4.8% | +6.2% | +10.7% |
| 3M | +13.7% | +53.3% | -39.6% | +10.6% |
| 6M | +11.2% | +66.8% | -55.6% | +7.1% |
| YTD | +26.9% | +50.2% | -23.3% | +22.6% |
| 1Y | +18.8% | +62.0% | -43.2% | +13.8% |
| 3Y | +75.9% | +276.4% | -200.4% | +50.8% |
| 5Y | +105.2% | +341.6% | -236.4% | +67.9% |
| All | +100.6% | +239.2% | -138.6% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling