+252.6%
ZETA vs COR
+205.7%
+46.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.1% |
| 7D | +2.7% | +2.8% | -0.1% | +2.6% |
| 30D | +15.8% | +4.5% | +11.3% | +15.8% |
| 3M | +35.4% | +22.7% | +12.8% | +35.4% |
| 6M | +67.1% | -9.7% | +76.8% | +65.6% |
| YTD | +54.1% | -1.4% | +55.5% | +53.6% |
| 1Y | +67.8% | +13.9% | +53.9% | +68.4% |
| 3Y | +311.4% | +94.0% | +217.5% | +271.3% |
| 5Y | +324.8% | +184.0% | +140.8% | +236.0% |
| All | +252.6% | +205.7% | +46.9% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling