+246.3%
ZETA vs CBOE
+174.6%
+71.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | -2.4% | -4.6% | +2.2% | -2.1% |
| 30D | +15.6% | +2.6% | +12.9% | +15.4% |
| 3M | +41.5% | +4.9% | +36.6% | +40.7% |
| 6M | +63.4% | -2.2% | +65.6% | +61.7% |
| YTD | +51.3% | +17.7% | +33.6% | +44.5% |
| 1Y | +65.8% | +26.1% | +39.7% | +56.1% |
| 3Y | +279.2% | +97.1% | +182.1% | +188.6% |
| 5Y | +341.8% | +149.2% | +192.6% | +178.6% |
| All | +246.3% | +174.6% | +71.7% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling