+49.2%
CTVA vs ZETA
+306.8%
-257.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.7% |
| 7D | -20.8% | +18.1% | -38.9% | -21.5% |
| 30D | -29.6% | +13.6% | -43.2% | -30.2% |
| 3M | -16.9% | +23.7% | -40.6% | -18.1% |
| 6M | -24.3% | +128.5% | -152.8% | -28.4% |
| YTD | -5.6% | +80.1% | -85.7% | -9.8% |
| 1Y | -4.2% | +98.0% | -102.2% | -9.1% |
| 3Y | +43.3% | +348.6% | -305.3% | +21.5% |
| 5Y | +35.7% | +286.6% | -250.9% | +12.4% |
| All | +49.2% | +306.8% | -257.6% | +22.7% |
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 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