+71.6%
CRH vs ZETA
+269.4%
-197.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.2% |
| 7D | -6.1% | -3.7% | -2.3% | -5.6% |
| 30D | -9.3% | +5.7% | -15.0% | -10.1% |
| 3M | -15.2% | +50.4% | -65.6% | -20.3% |
| 6M | -14.2% | +65.5% | -79.7% | -21.1% |
| YTD | -28.3% | +48.3% | -76.6% | -33.3% |
| 1Y | -21.8% | +45.4% | -67.2% | -27.6% |
| 3Y | +71.6% | +270.8% | -199.1% | +29.8% |
| All | +71.6% | +269.4% | -197.8% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling