+294.5%
ZETA vs CPB
-38.6%
+333.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.4% | +8.1% |
| 7D | +13.2% | +2.9% | +10.4% | +13.4% |
| 30D | +6.0% | +17.6% | -11.6% | +7.0% |
| 3M | +27.3% | +2.0% | +25.3% | +27.8% |
| 6M | +104.6% | +11.6% | +93.0% | +106.7% |
| YTD | +72.3% | -13.8% | +86.1% | +69.9% |
| 1Y | +76.3% | -21.6% | +97.9% | +72.1% |
| 3Y | +325.6% | -35.8% | +361.4% | +303.8% |
| 5Y | +254.2% | -33.3% | +287.5% | +252.3% |
| All | +294.5% | -38.6% | +333.1% | +241.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling