+264.7%
ZETA vs CTAS
+169.2%
+95.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.2% |
| 7D | +6.2% | -0.7% | +6.9% | +6.8% |
| 30D | -2.0% | +10.3% | -12.3% | -9.7% |
| 3M | +21.7% | +10.2% | +11.5% | +11.7% |
| 6M | +89.1% | +34.4% | +54.8% | +44.5% |
| YTD | +59.3% | +19.6% | +39.7% | +34.1% |
| 1Y | +66.2% | +21.8% | +44.4% | +37.4% |
| 3Y | +297.3% | +74.1% | +223.2% | +133.8% |
| 5Y | +227.5% | +114.0% | +113.4% | +42.0% |
| All | +264.7% | +169.2% | +95.5% | +45.2% |
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 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