+71.5%
CDNS vs ZETA
+341.5%
-270.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -7.2% | -0.1% | -7.1% | -7.2% |
| 30D | -14.3% | +10.5% | -24.7% | -16.0% |
| 3M | -27.2% | +44.3% | -71.5% | -32.6% |
| 6M | -4.5% | +59.4% | -63.9% | -13.6% |
| YTD | -9.0% | +49.5% | -58.4% | -17.2% |
| 1Y | -21.3% | +62.7% | -84.0% | -30.1% |
| 3Y | +19.6% | +274.6% | -255.0% | -17.6% |
| 5Y | +71.5% | +349.3% | -277.8% | +7.7% |
| All | +71.5% | +341.5% | -270.0% | +7.7% |
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 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