+90.3%
ZETA vs CAH
+38.5%
+51.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -0.9% | +2.9% |
| 7D | -5.0% | +7.0% | -12.0% | -4.4% |
| 30D | -3.3% | +12.4% | -15.7% | -2.2% |
| 3M | +31.0% | +12.2% | +18.8% | +32.7% |
| 6M | +72.2% | +33.2% | +38.9% | +81.0% |
| YTD | +56.2% | +28.4% | +27.8% | +69.0% |
| 1Y | +90.3% | +35.0% | +55.3% | +106.5% |
| All | +90.3% | +38.5% | +51.8% | +106.5% |
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