+242.2%
ZETA vs CNC
-10.5%
+252.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.1% | -4.9% | +4.8% | +0.7% |
| 30D | +10.5% | -3.8% | +14.2% | +11.0% |
| 3M | +44.3% | -3.2% | +47.6% | +44.9% |
| 6M | +59.4% | +47.9% | +11.6% | +50.9% |
| YTD | +49.5% | +55.7% | -6.2% | +40.5% |
| 1Y | +62.7% | +106.2% | -43.6% | +47.6% |
| 3Y | +274.6% | -2.1% | +276.7% | +262.1% |
| 5Y | +349.3% | +3.4% | +345.9% | +366.3% |
| All | +242.2% | -10.5% | +252.7% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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