+82.1%
ZETA vs CNH
+21.1%
+61.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.9% |
| 7D | +26.5% | +6.4% | +20.1% | +25.7% |
| 30D | +10.3% | -1.6% | +11.9% | +10.1% |
| 3M | +30.5% | +11.6% | +19.0% | +28.7% |
| 6M | +129.4% | +12.5% | +116.8% | +126.0% |
| YTD | +83.1% | +31.1% | +52.1% | +41.0% |
| 1Y | +82.1% | +17.0% | +65.1% | +56.2% |
| All | +82.1% | +21.1% | +61.0% | +56.2% |
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