+290.4%
ZETA vs CASY
+220.7%
+69.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +15.8% | -11.3% | +27.2% | +19.5% |
| 3M | +35.4% | -0.6% | +36.1% | +33.1% |
| 6M | +67.1% | +10.7% | +56.4% | +54.3% |
| YTD | +54.1% | +37.1% | +16.9% | +27.1% |
| 1Y | +67.8% | +52.3% | +15.5% | +29.3% |
| All | +290.4% | +220.7% | +69.7% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling