+76.3%
ZETA vs CP
+32.8%
+43.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.3% | +8.4% | +8.2% |
| 7D | +13.2% | +2.8% | +10.4% | +12.5% |
| 30D | +6.0% | +11.0% | -5.1% | +3.2% |
| 3M | +27.3% | +3.8% | +23.5% | +26.5% |
| 6M | +104.6% | +9.5% | +95.1% | +99.6% |
| YTD | +72.3% | +28.2% | +44.1% | +58.2% |
| 1Y | +76.3% | +33.0% | +43.4% | +50.4% |
| All | +76.3% | +32.8% | +43.6% | +50.4% |
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