+341.6%
ZETA vs CAH
+392.8%
-51.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.6% |
| 7D | -6.5% | -5.1% | -1.4% | -6.1% |
| 30D | +4.8% | -1.8% | +6.6% | +5.0% |
| 3M | +53.3% | +9.4% | +44.0% | +52.3% |
| 6M | +66.8% | +9.2% | +57.6% | +65.6% |
| YTD | +50.2% | +15.7% | +34.5% | +48.1% |
| 1Y | +62.0% | +59.7% | +2.3% | +51.6% |
| 3Y | +276.4% | +178.5% | +97.9% | +206.5% |
| 5Y | +341.6% | +398.3% | -56.6% | +163.5% |
| All | +341.6% | +392.8% | -51.2% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling