+139.7%
ZETA vs CAI
-9.9%
+149.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.4% |
| 7D | -3.7% | -2.9% | -0.8% | -3.4% |
| 30D | +5.7% | +9.3% | -3.6% | +4.2% |
| 3M | +50.4% | +35.2% | +15.2% | +43.9% |
| 6M | +65.5% | +30.7% | +34.7% | +57.7% |
| YTD | +48.3% | -9.8% | +58.1% | +41.5% |
| 1Y | +45.4% | -28.9% | +74.2% | +35.0% |
| All | +139.7% | -9.9% | +149.6% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling