+90.3%
ZETA vs CTAS
+25.6%
+64.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +1.8% |
| 7D | -5.0% | +7.6% | -12.6% | -7.4% |
| 30D | -3.3% | +17.2% | -20.6% | -8.9% |
| 3M | +31.0% | +12.8% | +18.2% | +25.2% |
| 6M | +72.2% | +38.0% | +34.2% | +44.1% |
| YTD | +56.2% | +22.7% | +33.5% | +39.9% |
| 1Y | +90.3% | +25.6% | +64.7% | +64.2% |
| All | +90.3% | +25.6% | +64.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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