+12.3%
CVS vs ZETA
+271.1%
-258.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +0.4% |
| 7D | +12.0% | +18.8% | -6.8% | +11.5% |
| 30D | +2.8% | +12.6% | -9.9% | +2.4% |
| 3M | -3.6% | +29.5% | -33.0% | -4.2% |
| 6M | -1.6% | +128.6% | -130.2% | -4.0% |
| YTD | +16.3% | +85.5% | -69.2% | +14.1% |
| 1Y | +15.5% | +90.6% | -75.1% | +13.2% |
| 3Y | +48.1% | +358.0% | -309.9% | +39.9% |
| 5Y | +12.3% | +282.0% | -269.7% | +6.4% |
| All | +12.3% | +271.1% | -258.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling