+348.6%
ZETA vs CAH
+180.6%
+168.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.6% |
| 7D | +18.1% | +3.5% | +14.7% | +18.2% |
| 30D | +13.6% | +13.5% | +0.1% | +14.1% |
| 3M | +23.7% | +21.8% | +1.9% | +24.7% |
| 6M | +128.5% | +51.5% | +77.0% | +133.4% |
| YTD | +80.1% | +38.1% | +42.0% | +83.5% |
| 1Y | +98.0% | +37.7% | +60.3% | +101.8% |
| 3Y | +348.6% | +179.6% | +169.0% | +337.5% |
| All | +348.6% | +180.6% | +168.0% | +337.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling