+312.3%
ZETA vs CHD
+42.9%
+269.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.6% |
| 7D | +18.1% | +3.6% | +14.5% | +18.3% |
| 30D | +13.6% | +10.4% | +3.2% | +14.0% |
| 3M | +23.7% | +12.2% | +11.6% | +24.3% |
| 6M | +128.5% | +19.9% | +108.6% | +130.0% |
| YTD | +80.1% | +36.4% | +43.7% | +81.8% |
| 1Y | +98.0% | +35.1% | +62.9% | +99.7% |
| 3Y | +348.6% | +29.2% | +319.4% | +357.9% |
| 5Y | +286.6% | +33.4% | +253.2% | +328.4% |
| All | +312.3% | +42.9% | +269.4% | +404.3% |
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