+279.2%
ZETA vs COR
+87.4%
+191.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -2.0% |
| 7D | -2.4% | -1.9% | -0.5% | -2.7% |
| 30D | +15.6% | +1.5% | +14.1% | +15.9% |
| 3M | +41.5% | +18.7% | +22.8% | +45.3% |
| 6M | +63.4% | -9.0% | +72.5% | +57.4% |
| YTD | +51.3% | -3.3% | +54.6% | +49.9% |
| 1Y | +65.8% | +9.8% | +56.0% | +73.5% |
| 3Y | +279.2% | +87.4% | +191.8% | +329.2% |
| All | +279.2% | +87.4% | +191.7% | +329.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling