+347.2%
ZETA vs CNH
+11.5%
+335.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -5.9% |
| 7D | +2.7% | +23.3% | -20.6% | -7.0% |
| 30D | +15.8% | +33.5% | -17.6% | +0.6% |
| 3M | +35.4% | +32.7% | +2.7% | +16.8% |
| 6M | +67.1% | +22.2% | +44.9% | +47.5% |
| YTD | +54.1% | +57.7% | -3.6% | +16.5% |
| 1Y | +67.8% | +28.0% | +39.8% | +42.9% |
| 3Y | +311.4% | +11.5% | +299.9% | +266.5% |
| All | +347.2% | +11.5% | +335.8% | +266.9% |
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