+77.1%
CDNS vs ZETA
+281.0%
-203.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.8% |
| 7D | +1.0% | +18.1% | -17.1% | -2.4% |
| 30D | -2.0% | +13.6% | -15.5% | -4.6% |
| 3M | -0.2% | +23.7% | -24.0% | -4.8% |
| 6M | -8.9% | +128.5% | -137.4% | -23.7% |
| YTD | +3.3% | +80.1% | -76.8% | -10.1% |
| 1Y | +2.2% | +98.0% | -95.8% | -12.7% |
| 3Y | +22.4% | +348.6% | -326.2% | -21.3% |
| All | +77.1% | +281.0% | -203.8% | +2.8% |
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