+348.6%
ZETA vs CAPR
+239.1%
+109.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.3% | -1.6% |
| 7D | +18.1% | +5.9% | +12.2% | +18.0% |
| 30D | +13.6% | +44.6% | -31.0% | +12.9% |
| 3M | +23.7% | +126.4% | -102.6% | +21.9% |
| 6M | +128.5% | -68.6% | +197.1% | +130.0% |
| YTD | +80.1% | -67.0% | +147.1% | +80.8% |
| 1Y | +98.0% | +65.2% | +32.8% | +83.8% |
| 3Y | +348.6% | +235.6% | +113.0% | +230.2% |
| All | +348.6% | +239.1% | +109.4% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling