+87.3%
CDE vs ZETA
+241.7%
-154.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.7% |
| 30D | +18.8% | +15.6% | +3.2% | +15.4% |
| 3M | +23.5% | +41.5% | -18.0% | +15.3% |
| 6M | -8.6% | +63.4% | -72.1% | -17.5% |
| YTD | +16.0% | +51.3% | -35.3% | +5.8% |
| 1Y | +42.1% | +65.8% | -23.8% | +26.4% |
| 3Y | +835.9% | +279.2% | +556.7% | +545.8% |
| 5Y | +197.6% | +341.8% | -144.2% | +86.9% |
| All | +87.3% | +241.7% | -154.4% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling