+354.8%
ZETA vs CNP
+72.1%
+282.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -2.4% | +1.6% | -4.1% | -2.8% |
| 30D | +15.6% | -0.8% | +16.4% | +15.7% |
| 3M | +41.5% | -3.6% | +45.1% | +42.1% |
| 6M | +63.4% | -6.9% | +70.4% | +65.4% |
| YTD | +51.3% | +6.4% | +44.9% | +45.9% |
| 1Y | +65.8% | +9.9% | +55.9% | +57.6% |
| 3Y | +279.2% | +53.1% | +226.1% | +207.7% |
| All | +354.8% | +72.1% | +282.7% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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