+64.7%
ZETA vs CHRW
+21.4%
+43.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -2.4% | +1.9% | -4.4% | -2.9% |
| 30D | +15.6% | +0.9% | +14.6% | +15.2% |
| 3M | +41.5% | -19.9% | +61.4% | +47.3% |
| 6M | +63.4% | -15.8% | +79.2% | +66.6% |
| YTD | +51.3% | -5.6% | +56.9% | +55.0% |
| All | +64.7% | +21.4% | +43.2% | +65.6% |
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