-16.2%
CDNS vs ZETA
+68.7%
-84.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.0% |
| 7D | -14.0% | +2.7% | -16.7% | -14.7% |
| 30D | -13.2% | +15.8% | -29.0% | -16.7% |
| 3M | -28.9% | +35.4% | -64.3% | -35.0% |
| 6M | -4.2% | +67.1% | -71.3% | -18.5% |
| YTD | -6.4% | +54.1% | -60.4% | -20.2% |
| 1Y | -16.2% | +67.8% | -84.0% | -28.7% |
| All | -16.2% | +68.7% | -84.9% | -28.7% |
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