+319.2%
ZETA vs CP
+22.2%
+297.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | +26.5% | +0.9% | +25.6% | +25.7% |
| 30D | +10.3% | +10.3% | -0.1% | +3.3% |
| 3M | +30.5% | +2.3% | +28.3% | +28.0% |
| 6M | +129.4% | +10.7% | +118.6% | +112.9% |
| YTD | +83.1% | +29.3% | +53.8% | +50.9% |
| 1Y | +82.1% | +31.5% | +50.6% | +48.5% |
| 3Y | +352.3% | +36.7% | +315.6% | +252.5% |
| 5Y | +293.1% | +26.8% | +266.4% | +210.6% |
| All | +319.2% | +22.2% | +297.0% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling