+622.4%
CVNA vs ZETA
+272.3%
+350.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.2% |
| 30D | -1.0% | +10.5% | -11.5% | -4.9% |
| 3M | +5.5% | +44.3% | -38.8% | -8.0% |
| 6M | +11.8% | +59.4% | -47.6% | -7.5% |
| YTD | -13.0% | +49.5% | -62.5% | -27.2% |
| 1Y | -2.1% | +62.7% | -64.8% | -21.5% |
| All | +622.4% | +272.3% | +350.1% | +163.5% |
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