+341.8%
ZETA vs CTAS
+114.7%
+227.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | 0.0% | -2.4% | -2.3% |
| 30D | +15.6% | -1.0% | +16.6% | +16.5% |
| 3M | +41.5% | +15.8% | +25.7% | +22.2% |
| 6M | +63.4% | -1.0% | +64.4% | +62.7% |
| YTD | +51.3% | +7.4% | +43.9% | +39.2% |
| 1Y | +65.8% | -0.1% | +65.9% | +63.2% |
| 3Y | +279.2% | +66.3% | +212.9% | +119.0% |
| 5Y | +341.8% | +111.0% | +230.8% | +67.9% |
| All | +341.8% | +114.7% | +227.0% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling