+75.7%
CTVA vs ZETA
+272.3%
-196.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | +11.1% | +10.5% | +0.6% | +10.5% |
| 3M | +13.2% | +44.3% | -31.1% | +11.1% |
| 6M | +8.7% | +59.4% | -50.7% | +5.8% |
| YTD | +27.3% | +49.5% | -22.2% | +24.0% |
| 1Y | +18.0% | +62.7% | -44.7% | +13.9% |
| All | +75.7% | +272.3% | -196.7% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling