+80.0%
CME vs ZETA
+289.2%
-209.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.2% | -6.7% | +1.4% |
| 7D | +1.7% | +13.2% | -11.6% | +1.4% |
| 30D | +10.2% | +6.0% | +4.2% | +10.0% |
| 3M | +17.8% | +27.3% | -9.6% | +17.2% |
| 6M | +11.0% | +104.6% | -93.6% | +9.2% |
| YTD | +17.0% | +72.3% | -55.3% | +15.3% |
| 1Y | +15.8% | +76.3% | -60.5% | +14.0% |
| 3Y | +61.8% | +325.6% | -263.8% | +48.9% |
| 5Y | +72.5% | +254.2% | -181.8% | +56.0% |
| All | +80.0% | +289.2% | -209.3% | +62.5% |
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