+137.1%
ZETA vs CHYM
-23.3%
+160.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.7% |
| 7D | -3.7% | -2.3% | -1.5% | -3.1% |
| 30D | +5.7% | +4.4% | +1.3% | +3.2% |
| 3M | +50.4% | +91.3% | -40.9% | +8.5% |
| 6M | +65.5% | +44.0% | +21.5% | +35.2% |
| YTD | +48.3% | +31.1% | +17.2% | +24.7% |
| 1Y | +45.4% | +37.8% | +7.5% | +16.8% |
| All | +137.1% | -23.3% | +160.3% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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