-1.6%
CVS vs ZETA
+124.4%
-126.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +1.0% |
| 7D | +12.0% | +18.8% | -6.8% | +13.2% |
| 30D | +2.8% | +12.6% | -9.9% | +3.5% |
| 3M | -3.6% | +29.5% | -33.0% | -1.3% |
| 6M | -1.6% | +128.6% | -130.2% | +8.9% |
| All | -1.6% | +124.4% | -126.0% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling