+249.0%
ZETA vs CP
+19.1%
+229.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +6.4% |
| 7D | -0.4% | +2.8% | -3.2% | -2.2% |
| 30D | -8.0% | +10.2% | -18.2% | -13.8% |
| 3M | +21.4% | +2.4% | +19.1% | +18.9% |
| 6M | +80.1% | +7.7% | +72.4% | +70.1% |
| YTD | +52.5% | +26.0% | +26.5% | +27.7% |
| 1Y | +58.5% | +34.6% | +23.8% | +26.8% |
| 3Y | +281.7% | +26.7% | +255.0% | +212.9% |
| 5Y | +237.3% | +24.9% | +212.4% | +169.7% |
| All | +249.0% | +19.1% | +229.9% | +173.2% |
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