+67.8%
ZETA vs CHD
+7.1%
+60.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | +2.7% | -2.7% | +5.3% | +2.9% |
| 30D | +15.8% | -4.6% | +20.4% | +16.3% |
| 3M | +35.4% | +5.0% | +30.4% | +35.3% |
| 6M | +67.1% | -3.2% | +70.3% | +67.3% |
| YTD | +54.1% | +18.6% | +35.4% | +46.2% |
| 1Y | +67.8% | +4.8% | +63.0% | +54.6% |
| All | +67.8% | +7.1% | +60.8% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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