+5.6%
CVS vs ZETA
+84.8%
-79.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.6% | -15.1% | -12.4% |
| 7D | -11.1% | -5.0% | -6.1% | -11.2% |
| 30D | -7.4% | -3.3% | -4.1% | -7.5% |
| 3M | -22.9% | +31.0% | -53.9% | -21.9% |
| 6M | -1.2% | +72.2% | -73.3% | +0.8% |
| YTD | +3.9% | +56.2% | -52.3% | +8.6% |
| 1Y | +5.6% | +90.3% | -84.7% | +9.0% |
| All | +5.6% | +84.8% | -79.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling