+347.2%
ZETA vs CRL
-35.5%
+382.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.4% |
| 7D | +2.7% | -1.0% | +3.7% | +3.0% |
| 30D | +15.8% | +10.7% | +5.2% | +10.7% |
| 3M | +35.4% | +55.3% | -19.9% | +11.4% |
| 6M | +67.1% | +60.7% | +6.5% | +33.6% |
| YTD | +54.1% | +44.6% | +9.4% | +29.4% |
| 1Y | +67.8% | +77.7% | -9.9% | +27.6% |
| 3Y | +311.4% | +37.6% | +273.8% | +233.4% |
| All | +347.2% | -35.5% | +382.8% | +377.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling