+82.1%
ZETA vs CHRW
-9.5%
+91.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +26.5% | +4.7% | +21.7% | +24.8% |
| 30D | +10.3% | -2.6% | +12.9% | +10.8% |
| 3M | +30.5% | -8.0% | +38.5% | +32.4% |
| 6M | +129.4% | -19.0% | +148.4% | +134.5% |
| YTD | +83.1% | -15.5% | +98.6% | +71.5% |
| 1Y | +82.1% | -10.8% | +92.9% | +61.0% |
| All | +82.1% | -9.5% | +91.6% | +61.0% |
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