+281.7%
ZETA vs CF
+57.7%
+223.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.3% |
| 7D | -0.4% | -3.2% | +2.7% | -0.5% |
| 30D | -8.0% | +4.3% | -12.4% | -7.7% |
| 3M | +21.4% | +2.8% | +18.6% | +21.8% |
| 6M | +80.1% | +0.6% | +79.5% | +80.9% |
| YTD | +52.5% | +56.6% | -4.1% | +44.4% |
| 1Y | +58.5% | +49.6% | +8.9% | +51.1% |
| 3Y | +281.7% | +61.5% | +220.2% | +235.5% |
| All | +281.7% | +57.7% | +223.9% | +235.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling