+18.8%
CTVA vs ZETA
+61.8%
-43.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -4.7% | -6.5% | +1.8% | -4.6% |
| 30D | +11.1% | +4.8% | +6.2% | +11.0% |
| 3M | +13.7% | +53.3% | -39.6% | +13.0% |
| 6M | +11.2% | +66.8% | -55.6% | +10.1% |
| YTD | +26.9% | +50.2% | -23.3% | +25.9% |
| 1Y | +18.8% | +62.0% | -43.2% | +16.1% |
| All | +18.8% | +61.8% | -43.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling