+319.2%
ZETA vs CHD
+40.9%
+278.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.3% |
| 7D | +26.5% | +0.4% | +26.1% | +26.5% |
| 30D | +10.3% | +11.6% | -1.3% | +10.7% |
| 3M | +30.5% | +10.7% | +19.8% | +31.0% |
| 6M | +129.4% | +20.2% | +109.1% | +131.0% |
| YTD | +83.1% | +34.5% | +48.6% | +84.7% |
| 1Y | +82.1% | +32.6% | +49.5% | +83.5% |
| 3Y | +352.3% | +29.1% | +323.2% | +362.7% |
| 5Y | +293.1% | +31.5% | +261.6% | +335.4% |
| All | +319.2% | +40.9% | +278.3% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling