+112.4%
ZETA vs CRL
+95.4%
+17.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.1% | +10.3% | +8.6% |
| 7D | +13.2% | -1.7% | +15.0% | +13.0% |
| 30D | +6.0% | +14.6% | -8.6% | +3.7% |
| 3M | +27.3% | +24.8% | +2.5% | +23.1% |
| All | +112.4% | +95.4% | +17.0% | +110.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling