+344.5%
ZETA vs CBOE
+136.7%
+207.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -3.7% | -5.8% | +2.1% | -3.3% |
| 30D | +5.7% | -3.1% | +8.9% | +6.0% |
| 3M | +50.4% | -4.8% | +55.2% | +51.0% |
| 6M | +65.5% | -0.6% | +66.0% | +62.2% |
| YTD | +48.3% | +12.8% | +35.5% | +41.6% |
| 1Y | +45.4% | +19.8% | +25.6% | +36.9% |
| 3Y | +270.8% | +86.9% | +183.8% | +175.8% |
| All | +344.5% | +136.7% | +207.8% | +180.8% |
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