+242.2%
ZETA vs CTAS
+141.3%
+100.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -0.1% | +1.0% | -1.1% | -0.8% |
| 30D | +10.5% | -1.1% | +11.5% | +11.4% |
| 3M | +44.3% | +11.5% | +32.8% | +30.0% |
| 6M | +59.4% | +0.2% | +59.3% | +57.2% |
| YTD | +49.5% | +7.2% | +42.3% | +38.4% |
| 1Y | +62.7% | 0.0% | +62.7% | +60.1% |
| 3Y | +274.6% | +65.9% | +208.7% | +127.7% |
| 5Y | +349.3% | +109.6% | +239.8% | +105.5% |
| All | +242.2% | +141.3% | +100.9% | +49.8% |
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