+242.2%
ZETA vs CHRW
+70.5%
+171.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.1% | +4.1% | -4.1% | -1.3% |
| 30D | +10.5% | +1.9% | +8.6% | +9.7% |
| 3M | +44.3% | -21.2% | +65.5% | +53.7% |
| 6M | +59.4% | -16.7% | +76.1% | +66.0% |
| YTD | +49.5% | -5.4% | +54.8% | +49.1% |
| 1Y | +62.7% | +21.2% | +41.5% | +48.7% |
| 3Y | +274.6% | +86.5% | +188.2% | +190.3% |
| 5Y | +349.3% | +93.0% | +256.3% | +252.1% |
| All | +242.2% | +70.5% | +171.6% | +169.7% |
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