+67.8%
ZETA vs CRS
+102.1%
-34.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +15.8% | -16.6% | +32.4% | +17.9% |
| 3M | +35.4% | -3.5% | +38.9% | +34.8% |
| 6M | +67.1% | +15.4% | +51.7% | +62.4% |
| YTD | +54.1% | +51.2% | +2.9% | +44.1% |
| 1Y | +67.8% | +98.3% | -30.5% | +51.4% |
| All | +67.8% | +102.1% | -34.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling