+121.7%
CDNS vs ZETA
+239.2%
-117.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -6.5% | -6.5% | 0.0% | -5.4% |
| 30D | -13.0% | +4.8% | -17.8% | -13.9% |
| 3M | -26.0% | +53.3% | -79.3% | -32.0% |
| 6M | -2.8% | +66.8% | -69.7% | -12.4% |
| YTD | -8.8% | +50.2% | -59.0% | -16.8% |
| 1Y | -15.8% | +62.0% | -77.9% | -24.7% |
| 3Y | +19.7% | +276.4% | -256.6% | -15.4% |
| 5Y | +70.8% | +341.6% | -270.9% | +13.7% |
| All | +121.7% | +239.2% | -117.4% | +48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling