+781.5%
CDE vs ZETA
+274.1%
+507.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -6.1% | -6.5% | +0.4% | -4.8% |
| 30D | +9.5% | +4.8% | +4.6% | +8.2% |
| 3M | +32.0% | +53.3% | -21.3% | +21.3% |
| 6M | -12.8% | +66.8% | -79.6% | -21.5% |
| YTD | +14.2% | +50.2% | -36.0% | +4.3% |
| 1Y | +36.3% | +62.0% | -25.7% | +21.9% |
| All | +781.5% | +274.1% | +507.5% | +403.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling