+189.0%
CDE vs ZETA
+332.4%
-143.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -3.1% | -3.7% | +0.6% | -2.4% |
| 30D | +9.5% | +5.7% | +3.8% | +8.1% |
| 3M | +25.5% | +50.4% | -25.0% | +15.8% |
| 6M | -7.9% | +65.5% | -73.4% | -17.0% |
| YTD | +15.6% | +48.3% | -32.8% | +5.8% |
| 1Y | +34.0% | +45.4% | -11.3% | +22.1% |
| 3Y | +791.9% | +270.8% | +521.1% | +515.5% |
| All | +189.0% | +332.4% | -143.4% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling