+67.8%
ZETA vs CAPR
+48.7%
+19.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | +2.7% | -2.0% | +4.6% | +2.7% |
| 30D | +15.8% | +139.2% | -123.4% | +15.0% |
| 3M | +35.4% | -66.4% | +101.8% | +36.1% |
| 6M | +67.1% | -63.1% | +130.2% | +67.7% |
| YTD | +54.1% | -67.4% | +121.5% | +54.7% |
| 1Y | +67.8% | +58.2% | +9.6% | +63.5% |
| All | +67.8% | +48.7% | +19.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling