+35.4%
CVS vs ZETA
+68.7%
-33.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.6% |
| 7D | +4.0% | +2.7% | +1.3% | +4.0% |
| 30D | -2.4% | +15.8% | -18.2% | -2.0% |
| 3M | +2.7% | +35.4% | -32.8% | +3.5% |
| 6M | +21.9% | +67.1% | -45.2% | +23.0% |
| YTD | +24.7% | +54.1% | -29.3% | +28.1% |
| 1Y | +35.4% | +67.8% | -32.4% | +36.8% |
| All | +35.4% | +68.7% | -33.3% | +36.8% |
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