+202.4%
ZETA vs CNP
+73.6%
+128.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.9% |
| 7D | -0.4% | -4.2% | +3.7% | +0.5% |
| 30D | -8.0% | +5.5% | -13.6% | -9.3% |
| 3M | +21.4% | +0.6% | +20.8% | +21.0% |
| 6M | +80.1% | -2.8% | +82.9% | +80.0% |
| YTD | +52.5% | +7.9% | +44.6% | +45.9% |
| 1Y | +58.5% | +6.7% | +51.8% | +52.2% |
| 3Y | +281.7% | +61.1% | +220.5% | +196.8% |
| All | +202.4% | +73.6% | +128.9% | +112.1% |
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