+246.3%
ZETA vs CNH
-1.1%
+247.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | +0.6% |
| 7D | -2.4% | +8.8% | -11.2% | -6.5% |
| 30D | +15.6% | +24.7% | -9.1% | +3.6% |
| 3M | +41.5% | +27.3% | +14.2% | +24.3% |
| 6M | +63.4% | +23.2% | +40.3% | +43.2% |
| YTD | +51.3% | +48.9% | +2.4% | +17.8% |
| 1Y | +65.8% | +19.4% | +46.4% | +46.0% |
| 3Y | +279.2% | +7.8% | +271.4% | +241.8% |
| 5Y | +341.8% | +8.7% | +333.0% | +284.7% |
| All | +246.3% | -1.1% | +247.4% | +208.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling