+312.3%
ZETA vs CBOE
+251.5%
+60.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.8% |
| 7D | +18.1% | +6.3% | +11.8% | +17.6% |
| 30D | +13.6% | +24.9% | -11.4% | +11.7% |
| 3M | +23.7% | +28.5% | -4.7% | +21.2% |
| 6M | +128.5% | +2.9% | +125.6% | +129.9% |
| YTD | +80.1% | +50.7% | +29.4% | +68.5% |
| 1Y | +98.0% | +45.5% | +52.5% | +86.4% |
| 3Y | +348.6% | +116.3% | +232.3% | +261.9% |
| 5Y | +286.6% | +204.3% | +82.3% | +132.3% |
| All | +312.3% | +251.5% | +60.8% | +149.2% |
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