+25.6%
CVS vs ZETA
+313.7%
-288.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +10.4% | +26.5% | -16.1% | +9.9% |
| 30D | +3.3% | +10.3% | -7.0% | +3.1% |
| 3M | -4.5% | +30.5% | -35.1% | -5.1% |
| 6M | -4.4% | +129.4% | -133.7% | -6.3% |
| YTD | +16.6% | +83.1% | -66.5% | +14.8% |
| 1Y | +15.3% | +82.1% | -66.8% | +13.5% |
| 3Y | +48.6% | +352.3% | -303.8% | +42.2% |
| 5Y | +12.9% | +293.1% | -280.3% | +7.9% |
| All | +25.6% | +313.7% | -288.0% | +24.3% |
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 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