+312.3%
ZETA vs CHRW
+52.4%
+259.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +18.1% | +7.3% | +10.8% | +15.7% |
| 30D | +13.6% | -3.6% | +17.2% | +14.6% |
| 3M | +23.7% | -9.6% | +33.3% | +26.5% |
| 6M | +128.5% | -17.0% | +145.5% | +136.7% |
| YTD | +80.1% | -15.4% | +95.5% | +84.5% |
| 1Y | +98.0% | -10.0% | +108.0% | +99.0% |
| 3Y | +348.6% | +82.2% | +266.4% | +247.2% |
| 5Y | +286.6% | +59.4% | +227.2% | +220.9% |
| All | +312.3% | +52.4% | +259.8% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling