+2.9%
CRM vs ZETA
+239.2%
-236.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -8.1% | -6.5% | -1.6% | -6.7% |
| 30D | +23.1% | +4.8% | +18.2% | +22.0% |
| 3M | +42.5% | +53.3% | -10.8% | +29.4% |
| 6M | +25.3% | +66.8% | -41.5% | +11.6% |
| YTD | -7.8% | +50.2% | -58.0% | -16.5% |
| 1Y | +1.0% | +62.0% | -61.0% | -10.8% |
| 3Y | +10.0% | +276.4% | -266.4% | -27.8% |
| 5Y | -3.9% | +341.6% | -345.5% | -42.0% |
| All | +2.9% | +239.2% | -236.3% | -38.5% |
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