+239.5%
ZETA vs CNQ
+248.3%
-8.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +5.7% | +6.2% | -0.5% | +3.4% |
| 3M | +50.4% | +12.4% | +38.1% | +43.1% |
| 6M | +65.5% | +9.0% | +56.4% | +57.4% |
| YTD | +48.3% | +52.2% | -3.9% | +21.3% |
| 1Y | +45.4% | +65.0% | -19.7% | +14.3% |
| 3Y | +270.8% | +78.8% | +191.9% | +172.4% |
| 5Y | +336.1% | +286.0% | +50.1% | +110.5% |
| All | +239.5% | +248.3% | -8.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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