+264.7%
ZETA vs CASY
+246.3%
+18.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +6.2% | +3.6% | +2.6% | +5.0% |
| 30D | -2.0% | +7.2% | -9.2% | -4.4% |
| 3M | +21.7% | -16.9% | +38.6% | +28.0% |
| 6M | +89.1% | -19.3% | +108.5% | +98.9% |
| YTD | +59.3% | +25.6% | +33.7% | +34.8% |
| 1Y | +66.2% | +30.2% | +36.0% | +37.6% |
| 3Y | +297.3% | +154.9% | +142.4% | +141.6% |
| 5Y | +227.5% | +252.1% | -24.7% | +67.8% |
| All | +264.7% | +246.3% | +18.3% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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