+98.0%
ZETA vs CRS
-14.1%
+112.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | +18.1% | +4.8% | +13.3% | +17.7% |
| 30D | +13.6% | -23.2% | +36.7% | +15.0% |
| 3M | +23.7% | -45.5% | +69.2% | +27.0% |
| 6M | +128.5% | -33.1% | +161.6% | +132.6% |
| YTD | +80.1% | -7.2% | +87.3% | +86.8% |
| 1Y | +98.0% | -10.0% | +108.0% | +107.0% |
| All | +98.0% | -14.1% | +112.1% | +107.0% |
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