+361.9%
ZETA vs CHD
+29.7%
+332.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.6% |
| 7D | +18.8% | 0.0% | +18.8% | +18.7% |
| 30D | +12.6% | +12.2% | +0.5% | +11.2% |
| 3M | +29.5% | +9.3% | +20.1% | +28.2% |
| 6M | +128.6% | +24.3% | +104.3% | +123.0% |
| YTD | +85.5% | +34.9% | +50.6% | +76.2% |
| 1Y | +90.6% | +32.7% | +57.9% | +81.5% |
| All | +361.9% | +29.7% | +332.2% | +339.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling