+63.6%
CVS vs ZETA
+281.1%
-217.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -1.6% | -2.4% | +0.9% | -1.5% |
| 30D | +0.4% | +15.6% | -15.2% | +0.1% |
| 3M | -0.4% | +41.5% | -41.9% | -1.2% |
| 6M | +25.1% | +63.4% | -38.3% | +23.5% |
| YTD | +23.9% | +51.3% | -27.4% | +22.7% |
| 1Y | +41.1% | +65.8% | -24.7% | +38.8% |
| 3Y | +63.6% | +279.2% | -215.6% | +64.0% |
| All | +63.6% | +281.1% | -217.4% | +64.0% |
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 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