+231.5%
ZETA vs CF
+137.4%
+94.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.2% | -13.4% | -7.9% |
| 7D | -10.0% | +0.4% | -10.4% | -10.1% |
| 30D | -10.6% | +2.2% | -12.8% | -10.9% |
| 3M | +8.9% | +2.1% | +6.7% | +8.2% |
| 6M | +65.1% | -6.5% | +71.6% | +65.4% |
| YTD | +44.8% | +55.6% | -10.7% | +29.0% |
| 1Y | +47.8% | +42.3% | +5.5% | +34.2% |
| 3Y | +248.8% | +55.7% | +193.0% | +199.9% |
| 5Y | +220.3% | +122.4% | +97.9% | +132.3% |
| All | +231.5% | +137.4% | +94.1% | +127.4% |
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