+384.9%
CRWD vs ZETA
+274.1%
+110.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.8% | -6.5% | +3.6% | -1.2% |
| 30D | -5.9% | +4.8% | -10.7% | -6.8% |
| 3M | +29.0% | +53.3% | -24.4% | +16.3% |
| 6M | +91.5% | +66.8% | +24.7% | +69.0% |
| YTD | +78.2% | +50.2% | +28.1% | +59.5% |
| 1Y | +96.6% | +62.0% | +34.6% | +71.7% |
| All | +384.9% | +274.1% | +110.9% | +203.5% |
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 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