+58.5%
ZETA vs CF
+46.5%
+12.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.5% |
| 7D | -0.4% | -3.2% | +2.7% | -0.8% |
| 30D | -8.0% | +4.3% | -12.4% | -6.8% |
| 3M | +21.4% | +2.8% | +18.6% | +23.3% |
| 6M | +80.1% | +0.6% | +79.5% | +83.4% |
| YTD | +52.5% | +56.6% | -4.1% | +46.7% |
| 1Y | +58.5% | +49.6% | +8.9% | +58.1% |
| All | +58.5% | +46.5% | +12.0% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling