+67.8%
ZETA vs CHRW
+16.7%
+51.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | +15.8% | -3.9% | +19.7% | +16.8% |
| 3M | +35.4% | -19.7% | +55.2% | +40.7% |
| 6M | +67.1% | -21.7% | +88.8% | +73.2% |
| YTD | +54.1% | -7.5% | +61.6% | +58.6% |
| 1Y | +67.8% | +17.3% | +50.5% | +68.9% |
| All | +67.8% | +16.7% | +51.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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