+15.8%
CME vs ZETA
+74.8%
-59.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.2% | -6.7% | +1.7% |
| 7D | +1.7% | +13.2% | -11.6% | +1.9% |
| 30D | +10.2% | +6.0% | +4.2% | +10.3% |
| 3M | +17.8% | +27.3% | -9.6% | +18.5% |
| 6M | +11.0% | +104.6% | -93.6% | +12.3% |
| YTD | +17.0% | +72.3% | -55.3% | +16.1% |
| 1Y | +15.8% | +76.3% | -60.5% | +15.0% |
| All | +15.8% | +74.8% | -59.0% | +15.0% |
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 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