+227.5%
ZETA vs CPB
-31.8%
+259.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.6% | +4.4% |
| 7D | +6.2% | +3.3% | +3.0% | +6.4% |
| 30D | -2.0% | +19.0% | -21.0% | -1.1% |
| 3M | +21.7% | +0.4% | +21.3% | +22.0% |
| 6M | +89.1% | +13.0% | +76.2% | +91.1% |
| YTD | +59.3% | -12.7% | +72.0% | +57.2% |
| 1Y | +66.2% | -20.9% | +87.0% | +62.4% |
| 3Y | +297.3% | -35.4% | +332.7% | +277.1% |
| 5Y | +227.5% | -32.3% | +259.8% | +236.3% |
| All | +227.5% | -31.8% | +259.3% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling