+252.6%
ZETA vs CPB
-42.6%
+295.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -4.2% |
| 7D | +2.7% | -8.6% | +11.2% | +2.2% |
| 30D | +15.8% | -7.2% | +23.1% | +15.4% |
| 3M | +35.4% | +0.9% | +34.5% | +35.7% |
| 6M | +67.1% | -11.8% | +78.9% | +65.1% |
| YTD | +54.1% | -19.4% | +73.5% | +51.0% |
| 1Y | +67.8% | -30.4% | +98.2% | +62.1% |
| 3Y | +311.4% | -40.2% | +351.6% | +288.6% |
| 5Y | +324.8% | -39.5% | +364.3% | +317.1% |
| All | +252.6% | -42.6% | +295.3% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling