+202.4%
ZETA vs CF
+120.6%
+81.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.2% |
| 7D | -0.4% | -3.2% | +2.7% | -0.2% |
| 30D | -8.0% | +4.3% | -12.4% | -8.5% |
| 3M | +21.4% | +2.8% | +18.6% | +20.7% |
| 6M | +80.1% | +0.6% | +79.5% | +78.8% |
| YTD | +52.5% | +56.6% | -4.1% | +37.3% |
| 1Y | +58.5% | +49.6% | +8.9% | +44.0% |
| 3Y | +281.7% | +61.5% | +220.2% | +229.8% |
| All | +202.4% | +120.6% | +81.9% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling