+349.3%
ZETA vs CRS
+1,446.1%
-1,096.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.1% | -0.5% | +0.5% | +0.2% |
| 30D | +10.5% | -18.1% | +28.6% | +19.9% |
| 3M | +44.3% | -12.4% | +56.7% | +50.6% |
| 6M | +59.4% | +15.9% | +43.5% | +44.2% |
| YTD | +49.5% | +45.8% | +3.7% | +19.3% |
| 1Y | +62.7% | +87.8% | -25.1% | +12.5% |
| 3Y | +274.6% | +648.7% | -374.1% | +29.9% |
| 5Y | +349.3% | +1,416.6% | -1,067.3% | +3.1% |
| All | +349.3% | +1,446.1% | -1,096.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling