+267.5%
CRWD vs ZETA
+241.7%
+25.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.9% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -2.1% | +15.6% | -17.6% | -6.0% |
| 3M | +27.5% | +41.5% | -14.0% | +14.3% |
| 6M | +95.8% | +63.4% | +32.4% | +67.5% |
| YTD | +79.2% | +51.3% | +27.9% | +55.1% |
| 1Y | +96.3% | +65.8% | +30.4% | +62.7% |
| 3Y | +399.8% | +279.2% | +120.6% | +158.5% |
| 5Y | +216.7% | +341.8% | -125.0% | +50.9% |
| All | +267.5% | +241.7% | +25.8% | +64.8% |
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