+273.7%
ZETA vs CRS
+636.8%
-363.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +10.5% | -18.1% | +28.6% | +19.3% |
| 3M | +44.3% | -12.4% | +56.7% | +50.0% |
| 6M | +59.4% | +15.9% | +43.5% | +44.4% |
| YTD | +49.5% | +45.8% | +3.7% | +19.4% |
| 1Y | +62.7% | +87.8% | -25.1% | +11.8% |
| All | +273.7% | +636.8% | -363.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling