+264.7%
ZETA vs CF
+138.9%
+125.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +6.2% | -0.9% | +7.1% | +6.3% |
| 30D | -2.0% | +6.9% | -9.0% | -2.9% |
| 3M | +21.7% | +4.8% | +16.8% | +20.6% |
| 6M | +89.1% | +4.7% | +84.5% | +86.3% |
| YTD | +59.3% | +56.5% | +2.8% | +41.9% |
| 1Y | +66.2% | +48.4% | +17.8% | +49.6% |
| 3Y | +297.3% | +59.1% | +238.2% | +240.2% |
| 5Y | +227.5% | +109.5% | +117.9% | +143.1% |
| All | +264.7% | +138.9% | +125.8% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling