+246.3%
ZETA vs CHTR
-78.5%
+324.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.3% |
| 7D | -2.4% | -0.3% | -2.1% | -2.8% |
| 30D | +15.6% | -4.5% | +20.1% | +16.5% |
| 3M | +41.5% | +10.2% | +31.3% | +34.8% |
| 6M | +63.4% | -37.2% | +100.7% | +85.1% |
| YTD | +51.3% | -30.2% | +81.5% | +63.2% |
| 1Y | +65.8% | -44.8% | +110.6% | +97.2% |
| 3Y | +279.2% | -65.5% | +344.7% | +426.1% |
| 5Y | +341.8% | -81.8% | +423.5% | +688.5% |
| All | +246.3% | -78.5% | +324.8% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling