+65.8%
ZETA vs CNH
+20.6%
+45.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -1.1% |
| 7D | -2.4% | +8.8% | -11.2% | -3.6% |
| 30D | +15.6% | +24.7% | -9.1% | +11.6% |
| 3M | +41.5% | +27.3% | +14.2% | +35.8% |
| 6M | +63.4% | +23.2% | +40.3% | +57.2% |
| YTD | +51.3% | +48.9% | +2.4% | +16.9% |
| 1Y | +65.8% | +19.4% | +46.4% | +50.7% |
| All | +65.8% | +20.6% | +45.2% | +50.7% |
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