+25.0%
CVS vs ZETA
+306.8%
-281.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +6.6% | +18.1% | -11.6% | +6.2% |
| 30D | -0.4% | +13.6% | -14.0% | -0.7% |
| 3M | -5.3% | +23.7% | -29.0% | -5.7% |
| 6M | -7.7% | +128.5% | -136.2% | -9.6% |
| YTD | +16.0% | +80.1% | -64.1% | +14.3% |
| 1Y | +16.2% | +98.0% | -81.8% | +14.1% |
| 3Y | +47.6% | +348.6% | -301.0% | +41.3% |
| 5Y | +12.3% | +286.6% | -274.3% | +7.4% |
| All | +25.0% | +306.8% | -281.8% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling