+325.6%
ZETA vs CRL
+102.9%
+222.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.3% | +8.9% |
| 7D | +13.2% | -1.7% | +15.0% | +13.6% |
| 30D | +6.0% | +14.6% | -8.6% | +0.9% |
| 3M | +27.3% | +24.8% | +2.5% | +17.3% |
| 6M | +104.6% | +94.7% | +9.9% | +61.2% |
| YTD | +72.3% | +73.4% | -1.0% | +40.9% |
| 1Y | +76.3% | +104.7% | -28.3% | +37.0% |
| 3Y | +325.6% | +101.1% | +224.5% | +196.5% |
| All | +325.6% | +102.9% | +222.7% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling