+273.7%
ZETA vs CRL
+38.7%
+235.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -0.1% | -4.6% | +4.5% | +1.7% |
| 30D | +10.5% | +0.5% | +10.0% | +10.2% |
| 3M | +44.3% | +46.6% | -2.3% | +25.5% |
| 6M | +59.4% | +57.3% | +2.2% | +33.9% |
| YTD | +49.5% | +39.5% | +9.9% | +31.4% |
| 1Y | +62.7% | +76.9% | -14.2% | +31.1% |
| All | +273.7% | +38.7% | +235.1% | +209.1% |
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