+312.3%
ZETA vs CTAS
+173.5%
+138.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.4% |
| 7D | +18.1% | +2.0% | +16.1% | +16.4% |
| 30D | +13.6% | +8.7% | +4.9% | +6.0% |
| 3M | +23.7% | +13.3% | +10.5% | +11.2% |
| 6M | +128.5% | +39.4% | +89.1% | +69.4% |
| YTD | +80.1% | +21.5% | +58.6% | +49.9% |
| 1Y | +98.0% | +21.9% | +76.1% | +64.4% |
| 3Y | +348.6% | +73.6% | +274.9% | +165.7% |
| 5Y | +286.6% | +116.2% | +170.4% | +66.0% |
| All | +312.3% | +173.5% | +138.7% | +62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling