+249.0%
ZETA vs CASY
+244.1%
+5.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.4% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | -8.0% | +8.7% | -16.7% | -10.6% |
| 3M | +21.4% | -17.3% | +38.7% | +27.9% |
| 6M | +80.1% | -19.7% | +99.8% | +89.6% |
| YTD | +52.5% | +24.8% | +27.7% | +29.3% |
| 1Y | +58.5% | +31.9% | +26.6% | +30.2% |
| 3Y | +281.7% | +155.4% | +126.3% | +131.8% |
| 5Y | +237.3% | +250.6% | -13.3% | +73.0% |
| All | +249.0% | +244.1% | +5.0% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling