+252.6%
ZETA vs CAH
+372.4%
-119.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | +2.7% | +5.4% | -2.7% | +2.2% |
| 30D | +15.8% | +3.3% | +12.5% | +15.5% |
| 3M | +35.4% | +22.8% | +12.6% | +33.3% |
| 6M | +67.1% | +11.3% | +55.8% | +65.7% |
| YTD | +54.1% | +21.1% | +32.9% | +51.4% |
| 1Y | +67.8% | +67.2% | +0.6% | +57.2% |
| 3Y | +311.4% | +195.6% | +115.8% | +240.3% |
| 5Y | +324.8% | +413.8% | -89.0% | +193.3% |
| All | +252.6% | +372.4% | -119.7% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling