+17.2%
CME vs ZETA
+85.8%
-68.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +2.7% | +26.5% | -23.8% | +3.2% |
| 30D | +13.5% | +10.3% | +3.2% | +13.7% |
| 3M | +20.9% | +30.5% | -9.6% | +21.6% |
| 6M | +11.5% | +129.4% | -117.8% | +13.0% |
| YTD | +19.5% | +83.1% | -63.7% | +18.6% |
| 1Y | +17.2% | +82.1% | -64.8% | +16.4% |
| All | +17.2% | +85.8% | -68.6% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling