+45.4%
ZETA vs CHTR
-44.4%
+89.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -2.1% |
| 7D | -3.7% | -4.1% | +0.4% | -2.9% |
| 30D | +5.7% | -3.0% | +8.7% | +5.7% |
| 3M | +50.4% | +4.8% | +45.7% | +46.5% |
| 6M | +65.5% | -35.0% | +100.5% | +72.2% |
| YTD | +48.3% | -30.2% | +78.5% | +51.1% |
| 1Y | +45.4% | -44.8% | +90.1% | +72.7% |
| All | +45.4% | -44.4% | +89.7% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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