+243.8%
ZETA vs COR
+196.5%
+47.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -6.5% | -4.8% | -1.7% | -6.4% |
| 30D | +4.8% | -3.7% | +8.5% | +4.9% |
| 3M | +53.3% | +14.3% | +39.0% | +53.3% |
| 6M | +66.8% | -8.5% | +75.3% | +65.7% |
| YTD | +50.2% | -4.4% | +54.6% | +49.8% |
| 1Y | +62.0% | +9.1% | +52.9% | +62.5% |
| 3Y | +276.4% | +85.2% | +191.2% | +241.2% |
| 5Y | +341.6% | +180.7% | +161.0% | +245.2% |
| All | +243.8% | +196.5% | +47.3% | +160.1% |
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