+92.4%
CRH vs ZETA
+239.2%
-146.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -4.8% | -6.5% | +1.7% | -3.9% |
| 30D | -13.1% | +4.8% | -17.9% | -13.8% |
| 3M | -12.0% | +53.3% | -65.3% | -17.2% |
| 6M | -16.9% | +66.8% | -83.7% | -23.3% |
| YTD | -29.0% | +50.2% | -79.1% | -33.9% |
| 1Y | -20.3% | +62.0% | -82.4% | -27.1% |
| 3Y | +69.2% | +276.4% | -207.1% | +31.0% |
| 5Y | +94.6% | +341.6% | -247.0% | +46.0% |
| All | +92.4% | +239.2% | -146.7% | +46.0% |
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