+239.5%
ZETA vs CAH
+348.3%
-108.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -3.7% | -5.1% | +1.4% | -3.3% |
| 30D | +5.7% | +0.2% | +5.5% | +5.7% |
| 3M | +50.4% | +6.3% | +44.2% | +49.8% |
| 6M | +65.5% | +9.4% | +56.1% | +64.3% |
| YTD | +48.3% | +15.0% | +33.3% | +46.4% |
| 1Y | +45.4% | +55.4% | -10.1% | +37.2% |
| 3Y | +270.8% | +173.8% | +96.9% | +209.6% |
| 5Y | +336.1% | +395.2% | -59.1% | +202.3% |
| All | +239.5% | +348.3% | -108.8% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling