+252.6%
ZETA vs CHRW
+67.4%
+185.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.4% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | +15.8% | -3.5% | +19.3% | +17.0% |
| 3M | +35.4% | -19.4% | +54.8% | +43.1% |
| 6M | +67.1% | -21.4% | +88.5% | +77.2% |
| YTD | +54.1% | -7.1% | +61.2% | +54.6% |
| 1Y | +67.8% | +17.8% | +50.0% | +54.8% |
| 3Y | +311.4% | +78.8% | +232.6% | +223.1% |
| 5Y | +324.8% | +83.5% | +241.3% | +234.2% |
| All | +252.6% | +67.4% | +185.3% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling