-14.8%
CRH vs ZETA
+84.8%
-99.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +5.4% |
| 7D | +14.2% | -5.0% | +19.2% | +14.7% |
| 30D | +19.5% | -3.3% | +22.9% | +19.8% |
| 3M | +0.4% | +31.0% | -30.6% | -3.1% |
| 6M | -10.1% | +72.2% | -82.3% | -16.4% |
| YTD | -19.9% | +56.2% | -76.1% | -24.6% |
| 1Y | -14.8% | +90.3% | -105.1% | -21.1% |
| All | -14.8% | +84.8% | -99.6% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling