+94.1%
CRH vs ZETA
+332.4%
-238.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.0% |
| 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% | +30.7% |
| All | +94.1% | +332.4% | -238.3% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling