+347.2%
ZETA vs CASY
+276.6%
+70.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.3% |
| 3M | +35.4% | -0.6% | +36.1% | +32.8% |
| 6M | +67.1% | +10.7% | +56.4% | +54.0% |
| YTD | +54.1% | +37.1% | +16.9% | +27.3% |
| 1Y | +67.8% | +52.3% | +15.5% | +30.2% |
| 3Y | +311.4% | +215.2% | +96.2% | +129.8% |
| All | +347.2% | +276.6% | +70.6% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling