+246.3%
ZETA vs CPB
-41.6%
+287.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.7% |
| 7D | -2.4% | -8.2% | +5.8% | -2.8% |
| 30D | +15.6% | -5.6% | +21.2% | +15.3% |
| 3M | +41.5% | +3.0% | +38.5% | +41.9% |
| 6M | +63.4% | -12.7% | +76.1% | +61.1% |
| YTD | +51.3% | -18.0% | +69.3% | +48.4% |
| 1Y | +65.8% | -31.7% | +97.5% | +59.5% |
| 3Y | +279.2% | -41.0% | +320.1% | +255.6% |
| 5Y | +341.8% | -38.4% | +380.1% | +334.3% |
| All | +246.3% | -41.6% | +287.9% | +198.7% |
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