+108.6%
CTVA vs ZETA
+247.9%
-139.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | +4.9% | +2.7% | +2.3% | +4.8% |
| 30D | +11.9% | +15.8% | -3.9% | +10.9% |
| 3M | +13.7% | +35.4% | -21.8% | +11.4% |
| 6M | +13.1% | +67.1% | -54.0% | +9.0% |
| YTD | +32.0% | +54.1% | -22.1% | +27.3% |
| 1Y | +22.1% | +67.8% | -45.8% | +16.6% |
| 3Y | +77.5% | +311.4% | -233.9% | +51.1% |
| 5Y | +106.3% | +324.8% | -218.5% | +69.3% |
| All | +108.6% | +247.9% | -139.4% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling