+36.0%
CARR vs ZETA
+237.6%
-201.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -8.7% | +10.5% | -19.1% | -9.7% |
| 3M | -18.4% | +44.3% | -62.7% | -21.8% |
| 6M | -0.6% | +59.4% | -60.0% | -6.5% |
| YTD | +10.9% | +49.5% | -38.6% | +4.5% |
| 1Y | -7.3% | +62.7% | -70.0% | -14.0% |
| 3Y | +2.9% | +274.6% | -271.7% | -17.9% |
| 5Y | +9.6% | +349.3% | -339.7% | -14.4% |
| All | +36.0% | +237.6% | -201.6% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling