+67.8%
ZETA vs CPB
-32.6%
+100.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.6% |
| 7D | +2.7% | -8.6% | +11.2% | +3.6% |
| 30D | +15.8% | -7.2% | +23.1% | +16.6% |
| 3M | +35.4% | +0.9% | +34.5% | +35.4% |
| 6M | +67.1% | -11.8% | +78.9% | +65.9% |
| YTD | +54.1% | -19.4% | +73.5% | +52.6% |
| 1Y | +67.8% | -30.4% | +98.2% | +66.9% |
| All | +67.8% | -32.6% | +100.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling