+246.3%
ZETA vs CP
+17.5%
+228.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -2.4% | +2.4% | -4.9% | -3.9% |
| 30D | +15.6% | -0.5% | +16.1% | +15.9% |
| 3M | +41.5% | +1.4% | +40.1% | +39.9% |
| 6M | +63.4% | +10.3% | +53.1% | +51.8% |
| YTD | +51.3% | +24.3% | +27.0% | +28.4% |
| 1Y | +65.8% | +20.4% | +45.4% | +43.6% |
| 3Y | +279.2% | +21.8% | +257.4% | +220.6% |
| 5Y | +341.8% | +31.5% | +310.2% | +240.1% |
| All | +246.3% | +17.5% | +228.8% | +174.8% |
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