+270.8%
ZETA vs CHTR
-65.7%
+336.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -2.3% |
| 7D | -3.7% | -4.1% | +0.4% | -2.7% |
| 30D | +5.7% | -3.0% | +8.7% | +5.7% |
| 3M | +50.4% | +4.8% | +45.7% | +46.4% |
| 6M | +65.5% | -35.0% | +100.5% | +80.7% |
| YTD | +48.3% | -30.2% | +78.5% | +57.2% |
| 1Y | +45.4% | -44.8% | +90.1% | +67.8% |
| 3Y | +270.8% | -66.6% | +337.3% | +397.4% |
| All | +270.8% | -65.7% | +336.4% | +397.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling