+319.2%
ZETA vs CNH
-12.9%
+332.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | +0.5% |
| 7D | +26.5% | +6.4% | +20.1% | +22.8% |
| 30D | +10.3% | -1.6% | +11.9% | +10.6% |
| 3M | +30.5% | +11.6% | +19.0% | +21.5% |
| 6M | +129.4% | +12.5% | +116.8% | +108.5% |
| YTD | +83.1% | +31.1% | +52.1% | +49.0% |
| 1Y | +82.1% | +17.0% | +65.1% | +58.0% |
| 3Y | +352.3% | +28.7% | +323.6% | +261.6% |
| 5Y | +293.1% | -17.4% | +310.5% | +279.1% |
| All | +319.2% | -12.9% | +332.2% | +290.0% |
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