+281.7%
ZETA vs CHRW
+63.9%
+217.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.9% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -8.0% | -7.3% | -0.7% | -6.4% |
| 3M | +21.4% | -14.2% | +35.6% | +25.7% |
| 6M | +80.1% | -25.1% | +105.2% | +91.6% |
| YTD | +52.5% | -21.2% | +73.6% | +59.0% |
| 1Y | +58.5% | -14.2% | +72.6% | +61.2% |
| 3Y | +281.7% | +63.5% | +218.2% | +198.7% |
| All | +281.7% | +63.9% | +217.8% | +198.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling