+85.1%
CME vs ZETA
+306.8%
-221.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.8% |
| 7D | +3.9% | +18.1% | -14.2% | +3.6% |
| 30D | +11.3% | +13.6% | -2.2% | +11.1% |
| 3M | +19.6% | +23.7% | -4.2% | +19.0% |
| 6M | +8.1% | +128.5% | -120.4% | +6.1% |
| YTD | +20.4% | +80.1% | -59.7% | +18.6% |
| 1Y | +16.5% | +98.0% | -81.5% | +14.4% |
| 3Y | +66.4% | +348.6% | -282.1% | +53.0% |
| 5Y | +74.5% | +286.6% | -212.1% | +57.5% |
| All | +85.1% | +306.8% | -221.6% | +67.0% |
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 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