+45.4%
ZETA vs CHD
+2.3%
+43.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -3.7% | -4.5% | +0.7% | -3.5% |
| 30D | +5.7% | -6.7% | +12.4% | +6.1% |
| 3M | +50.4% | -2.7% | +53.2% | +50.9% |
| 6M | +65.5% | -4.9% | +70.4% | +66.1% |
| YTD | +48.3% | +13.3% | +35.0% | +42.9% |
| 1Y | +45.4% | +1.0% | +44.4% | +27.7% |
| All | +45.4% | +2.3% | +43.0% | +27.7% |
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