+31.8%
CVS vs ZETA
+341.5%
-309.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -0.3% | +10.5% | -10.8% | -0.5% |
| 3M | -1.1% | +44.3% | -45.4% | -2.0% |
| 6M | +23.7% | +59.4% | -35.7% | +22.1% |
| YTD | +23.0% | +49.5% | -26.5% | +21.6% |
| 1Y | +37.2% | +62.7% | -25.5% | +34.9% |
| 3Y | +62.4% | +274.6% | -212.2% | +55.5% |
| 5Y | +31.8% | +349.3% | -317.5% | +27.6% |
| All | +31.8% | +341.5% | -309.7% | +27.6% |
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