+5.6%
CDE vs ZETA
+84.8%
-79.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +8.0% |
| 7D | +1.1% | -5.0% | +6.1% | +2.6% |
| 30D | -14.5% | -3.3% | -11.1% | -13.7% |
| 3M | -10.1% | +31.0% | -41.1% | -17.0% |
| 6M | -16.9% | +72.2% | -89.0% | -28.6% |
| YTD | -18.1% | +56.2% | -74.3% | -28.3% |
| 1Y | +5.6% | +90.3% | -84.7% | -11.6% |
| All | +5.6% | +84.8% | -79.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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