+242.2%
ZETA vs CRL
-19.9%
+262.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -0.1% | -4.6% | +4.5% | +2.0% |
| 30D | +10.5% | +0.5% | +10.0% | +10.1% |
| 3M | +44.3% | +46.6% | -2.3% | +21.8% |
| 6M | +59.4% | +57.3% | +2.2% | +28.7% |
| YTD | +49.5% | +39.5% | +9.9% | +27.5% |
| 1Y | +62.7% | +76.9% | -14.2% | +24.0% |
| 3Y | +274.6% | +39.4% | +235.3% | +200.4% |
| 5Y | +349.3% | -37.2% | +386.5% | +377.5% |
| All | +242.2% | -19.9% | +262.1% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling