+202.4%
ZETA vs CAPR
+142.6%
+59.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.7% | +0.6% | +5.2% |
| 7D | -0.4% | +41.1% | -41.5% | -1.1% |
| 30D | -8.0% | +11.1% | -19.1% | -8.3% |
| 3M | +21.4% | +115.3% | -93.9% | +19.3% |
| 6M | +80.1% | -73.8% | +153.9% | +82.2% |
| YTD | +52.5% | -68.8% | +121.3% | +53.4% |
| 1Y | +58.5% | +43.3% | +15.2% | +46.5% |
| 3Y | +281.7% | +214.7% | +67.0% | +220.8% |
| All | +202.4% | +142.6% | +59.8% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling