+294.9%
ZETA vs CBOE
+202.6%
+92.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.8% |
| 7D | +18.1% | +6.3% | +11.8% | +17.5% |
| 30D | +13.6% | +24.9% | -11.4% | +11.1% |
| 3M | +23.7% | +28.5% | -4.7% | +20.5% |
| 6M | +128.5% | +2.9% | +125.6% | +130.1% |
| YTD | +80.1% | +50.7% | +29.4% | +65.4% |
| 1Y | +98.0% | +45.5% | +52.5% | +83.4% |
| 3Y | +348.6% | +116.3% | +232.3% | +240.6% |
| All | +294.9% | +202.6% | +92.3% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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