+243.8%
ZETA vs CHD
+18.5%
+225.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.4% |
| 7D | -6.5% | -4.7% | -1.8% | -6.6% |
| 30D | +4.8% | -8.3% | +13.2% | +4.6% |
| 3M | +53.3% | -4.0% | +57.4% | +53.2% |
| 6M | +66.8% | -6.5% | +73.3% | +66.5% |
| YTD | +50.2% | +13.1% | +37.1% | +50.7% |
| 1Y | +62.0% | +2.3% | +59.7% | +61.6% |
| 3Y | +276.4% | +1.8% | +274.6% | +278.8% |
| 5Y | +341.6% | +20.6% | +321.1% | +451.6% |
| All | +243.8% | +18.5% | +225.3% | +318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling