+324.5%
ZETA vs COR
+223.2%
+101.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.3% | +7.3% | +7.6% |
| 7D | +18.8% | -1.2% | +19.9% | +18.8% |
| 30D | +12.6% | +7.6% | +5.0% | +12.5% |
| 3M | +29.5% | +5.0% | +24.5% | +29.4% |
| 6M | +128.6% | +35.3% | +93.3% | +128.3% |
| YTD | +85.5% | +4.2% | +81.2% | +84.8% |
| 1Y | +90.6% | -3.4% | +94.0% | +89.6% |
| 3Y | +358.0% | +81.1% | +276.9% | +326.1% |
| 5Y | +282.0% | +195.8% | +86.2% | +201.2% |
| All | +324.5% | +223.2% | +101.3% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling