+341.8%
ZETA vs CHRW
+90.3%
+251.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | -2.4% | +1.9% | -4.4% | -3.0% |
| 30D | +15.6% | +0.9% | +14.6% | +15.1% |
| 3M | +41.5% | -19.9% | +61.4% | +50.0% |
| 6M | +63.4% | -15.8% | +79.2% | +69.6% |
| YTD | +51.3% | -5.6% | +56.9% | +51.0% |
| 1Y | +65.8% | +21.0% | +44.8% | +51.2% |
| 3Y | +279.2% | +86.0% | +193.2% | +191.7% |
| 5Y | +341.8% | +88.6% | +253.1% | +220.3% |
| All | +341.8% | +90.3% | +251.5% | +220.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling