+243.8%
ZETA vs CHWY
-73.0%
+316.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -6.5% | -12.0% | +5.5% | -2.4% |
| 30D | +4.8% | -6.2% | +11.0% | +6.6% |
| 3M | +53.3% | +5.5% | +47.8% | +49.3% |
| 6M | +66.8% | -17.8% | +84.6% | +76.7% |
| YTD | +50.2% | -36.2% | +86.4% | +72.8% |
| 1Y | +62.0% | -40.0% | +102.0% | +88.9% |
| 3Y | +276.4% | -8.3% | +284.7% | +252.8% |
| 5Y | +341.6% | -71.9% | +413.5% | +391.4% |
| All | +243.8% | -73.0% | +316.8% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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