+252.6%
ZETA vs CF
+167.0%
+85.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -3.7% |
| 7D | +2.7% | +6.0% | -3.4% | +1.9% |
| 30D | +15.8% | +14.8% | +1.0% | +13.8% |
| 3M | +35.4% | +14.1% | +21.4% | +32.8% |
| 6M | +67.1% | +28.5% | +38.6% | +57.2% |
| YTD | +54.1% | +74.9% | -20.9% | +35.7% |
| 1Y | +67.8% | +61.7% | +6.1% | +50.0% |
| 3Y | +311.4% | +80.3% | +231.1% | +247.2% |
| 5Y | +324.8% | +226.0% | +98.8% | +172.3% |
| All | +252.6% | +167.0% | +85.6% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling