+252.6%
ZETA vs CHD
+24.3%
+228.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | +2.7% | -2.7% | +5.3% | +2.6% |
| 30D | +15.8% | -4.6% | +20.4% | +15.7% |
| 3M | +35.4% | +5.0% | +30.4% | +35.8% |
| 6M | +67.1% | -3.2% | +70.3% | +66.9% |
| YTD | +54.1% | +18.6% | +35.4% | +54.7% |
| 1Y | +67.8% | +4.8% | +63.0% | +67.3% |
| 3Y | +311.4% | +6.1% | +305.3% | +314.3% |
| 5Y | +324.8% | +24.0% | +300.8% | +421.0% |
| All | +252.6% | +24.3% | +228.4% | +329.3% |
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