+356.2%
ZETA vs CP
+37.0%
+319.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +26.5% | +0.9% | +25.6% | +25.8% |
| 30D | +10.3% | +10.3% | -0.1% | +4.1% |
| 3M | +30.5% | +2.3% | +28.3% | +28.5% |
| 6M | +129.4% | +10.7% | +118.6% | +114.7% |
| YTD | +83.1% | +29.3% | +53.8% | +53.0% |
| 1Y | +82.1% | +31.5% | +50.6% | +50.5% |
| All | +356.2% | +37.0% | +319.1% | +241.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling