+294.9%
ZETA vs CP
+25.5%
+269.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +18.1% | +2.1% | +16.0% | +16.5% |
| 30D | +13.6% | +9.3% | +4.2% | +6.8% |
| 3M | +23.7% | +0.5% | +23.3% | +22.7% |
| 6M | +128.5% | +10.4% | +118.1% | +111.8% |
| YTD | +80.1% | +28.7% | +51.4% | +47.5% |
| 1Y | +98.0% | +33.2% | +64.8% | +58.2% |
| 3Y | +348.6% | +38.4% | +310.2% | +240.2% |
| All | +294.9% | +25.5% | +269.4% | +210.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling