+294.9%
ZETA vs CNH
-17.7%
+312.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +18.1% | +3.0% | +15.1% | +16.2% |
| 30D | +13.6% | -0.6% | +14.2% | +13.4% |
| 3M | +23.7% | +14.6% | +9.1% | +13.8% |
| 6M | +128.5% | +11.8% | +116.7% | +108.2% |
| YTD | +80.1% | +30.4% | +49.7% | +46.5% |
| 1Y | +98.0% | +19.1% | +78.9% | +69.6% |
| 3Y | +348.6% | +30.2% | +318.4% | +254.4% |
| All | +294.9% | -17.7% | +312.6% | +291.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling