+252.6%
ZETA vs CTAS
+141.8%
+110.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | +2.7% | -1.8% | +4.5% | +4.3% |
| 30D | +15.8% | -0.2% | +16.0% | +15.9% |
| 3M | +35.4% | +11.7% | +23.7% | +21.5% |
| 6M | +67.1% | +0.7% | +66.4% | +63.9% |
| YTD | +54.1% | +7.4% | +46.6% | +42.4% |
| 1Y | +67.8% | -2.1% | +69.9% | +68.3% |
| 3Y | +311.4% | +62.9% | +248.5% | +154.3% |
| 5Y | +324.8% | +111.9% | +212.9% | +94.3% |
| All | +252.6% | +141.8% | +110.8% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling