+252.6%
ZETA vs CP
+18.1%
+234.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +2.7% | -2.7% | +5.3% | +4.4% |
| 30D | +15.8% | +0.2% | +15.6% | +15.6% |
| 3M | +35.4% | +2.6% | +32.9% | +32.9% |
| 6M | +67.1% | +6.0% | +61.1% | +59.4% |
| YTD | +54.1% | +24.9% | +29.1% | +30.3% |
| 1Y | +67.8% | +20.1% | +47.7% | +45.7% |
| 3Y | +311.4% | +16.4% | +295.0% | +259.1% |
| 5Y | +324.8% | +31.7% | +293.1% | +226.3% |
| All | +252.6% | +18.1% | +234.5% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling