+261.7%
CRWD vs ZETA
+235.0%
+26.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -3.0% | -3.7% | +0.7% | -1.9% |
| 30D | -6.8% | +5.7% | -12.5% | -8.1% |
| 3M | +19.6% | +50.4% | -30.9% | +5.3% |
| 6M | +87.1% | +65.5% | +21.6% | +59.5% |
| YTD | +76.4% | +48.3% | +28.1% | +53.6% |
| 1Y | +90.8% | +45.4% | +45.4% | +64.6% |
| 3Y | +380.0% | +270.8% | +109.2% | +150.0% |
| 5Y | +215.6% | +336.1% | -120.5% | +51.1% |
| All | +261.7% | +235.0% | +26.8% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling