+128.5%
ZETA vs CRS
-31.8%
+160.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.3% |
| 7D | +18.1% | +4.8% | +13.3% | +17.3% |
| 30D | +13.6% | -23.2% | +36.7% | +16.5% |
| 3M | +23.7% | -45.5% | +69.2% | +30.7% |
| 6M | +128.5% | -33.1% | +161.6% | +141.2% |
| All | +128.5% | -31.8% | +160.3% | +141.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling