+202.4%
ZETA vs CNH
-14.7%
+217.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.5% | +4.1% |
| 7D | -0.4% | -1.7% | +1.3% | +0.4% |
| 30D | -8.0% | -7.2% | -0.8% | -5.3% |
| 3M | +21.4% | +6.5% | +14.9% | +15.6% |
| 6M | +80.1% | +7.9% | +72.2% | +67.4% |
| YTD | +52.5% | +26.6% | +25.9% | +26.2% |
| 1Y | +58.5% | +13.8% | +44.7% | +39.2% |
| 3Y | +281.7% | +9.2% | +272.5% | +230.9% |
| All | +202.4% | -14.7% | +217.1% | +187.5% |
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