+29.7%
CVNA vs ZETA
+235.0%
-205.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | -7.3% | -3.7% | -3.5% | -5.8% |
| 30D | -4.6% | +5.7% | -10.3% | -7.5% |
| 3M | +2.0% | +50.4% | -48.5% | -16.2% |
| 6M | +11.7% | +65.5% | -53.7% | -14.3% |
| YTD | -18.1% | +48.3% | -66.4% | -35.0% |
| 1Y | -2.4% | +45.4% | -47.8% | -23.2% |
| 3Y | +580.6% | +270.8% | +309.8% | +152.7% |
| 5Y | +4.9% | +336.1% | -331.3% | -60.3% |
| All | +29.7% | +235.0% | -205.3% | -51.7% |
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