+90.3%
ZETA vs CP
+35.2%
+55.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.9% |
| 7D | -5.0% | +5.6% | -10.6% | -6.0% |
| 30D | -3.3% | +10.0% | -13.4% | -5.4% |
| 3M | +31.0% | +4.4% | +26.6% | +30.2% |
| 6M | +72.2% | +14.1% | +58.1% | +66.6% |
| YTD | +56.2% | +29.1% | +27.1% | +45.7% |
| 1Y | +90.3% | +34.6% | +55.7% | +68.1% |
| All | +90.3% | +35.2% | +55.1% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling