+246.3%
ZETA vs CPAY
+49.2%
+197.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.1% |
| 7D | -2.4% | +0.6% | -3.0% | -2.9% |
| 30D | +15.6% | +3.6% | +12.0% | +12.4% |
| 3M | +41.5% | +16.6% | +24.9% | +25.2% |
| 6M | +63.4% | +29.5% | +34.0% | +33.2% |
| YTD | +51.3% | +35.3% | +16.0% | +17.8% |
| 1Y | +65.8% | +30.6% | +35.2% | +32.4% |
| 3Y | +279.2% | +49.7% | +229.4% | +167.4% |
| 5Y | +341.8% | +54.4% | +287.3% | +203.4% |
| All | +246.3% | +49.2% | +197.1% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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