+105.1%
CTVA vs ZETA
+341.5%
-236.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | +13.2% | +44.3% | -31.1% | +10.5% |
| 6M | +8.7% | +59.4% | -50.7% | +5.1% |
| YTD | +27.3% | +49.5% | -22.2% | +23.1% |
| 1Y | +18.0% | +62.7% | -44.7% | +13.0% |
| 3Y | +76.5% | +274.6% | -198.1% | +51.3% |
| 5Y | +105.1% | +349.3% | -244.2% | +67.3% |
| All | +105.1% | +341.5% | -236.4% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling