+67.8%
ZETA vs CAH
+65.8%
+2.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.2% |
| 7D | +2.7% | +5.4% | -2.7% | +3.6% |
| 30D | +15.8% | +3.3% | +12.5% | +16.5% |
| 3M | +35.4% | +22.8% | +12.6% | +41.8% |
| 6M | +67.1% | +11.3% | +55.8% | +70.3% |
| YTD | +54.1% | +21.1% | +32.9% | +62.6% |
| 1Y | +67.8% | +67.2% | +0.6% | +85.0% |
| All | +67.8% | +65.8% | +2.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling