+1,341.4%
CRDO vs ZETA
+284.1%
+1,057.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | -30.0% | +10.5% | -40.5% | -32.1% |
| 3M | -28.3% | +44.3% | -72.6% | -36.8% |
| 6M | +44.8% | +59.4% | -14.7% | +21.7% |
| YTD | +16.7% | +49.5% | -32.8% | -1.7% |
| 1Y | +12.7% | +62.7% | -50.0% | -8.7% |
| 3Y | +960.1% | +274.6% | +685.5% | +457.2% |
| All | +1,341.4% | +284.1% | +1,057.3% | +612.5% |
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