+34.8%
CARR vs ZETA
+235.0%
-200.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.6% |
| 7D | -3.8% | -3.7% | 0.0% | -3.4% |
| 30D | -8.9% | +5.7% | -14.6% | -9.5% |
| 3M | -17.3% | +50.4% | -67.8% | -21.2% |
| 6M | -1.4% | +65.5% | -66.9% | -7.6% |
| YTD | +10.0% | +48.3% | -38.3% | +3.7% |
| 1Y | -6.4% | +45.4% | -51.7% | -12.0% |
| 3Y | +1.5% | +270.8% | -269.2% | -18.9% |
| 5Y | +9.3% | +336.1% | -326.8% | -14.7% |
| All | +34.8% | +235.0% | -200.1% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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