+90.3%
ZETA vs CNH
+15.2%
+75.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -5.0% | +6.5% | -11.4% | -5.4% |
| 30D | -3.3% | -12.0% | +8.6% | -2.5% |
| 3M | +31.0% | +4.4% | +26.6% | +29.7% |
| 6M | +72.2% | +15.7% | +56.5% | +66.9% |
| YTD | +56.2% | +28.2% | +27.9% | +23.5% |
| 1Y | +90.3% | +14.8% | +75.5% | +69.3% |
| All | +90.3% | +15.2% | +75.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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