+10.0%
CME vs ZETA
+65.2%
-55.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -2.9% | -2.4% | -0.4% | -2.9% |
| 30D | +5.5% | +15.6% | -10.1% | +5.9% |
| 3M | +11.0% | +41.5% | -30.5% | +11.8% |
| 6M | -9.7% | +63.4% | -73.1% | -9.3% |
| YTD | +4.9% | +51.3% | -46.4% | +4.6% |
| All | +10.0% | +65.2% | -55.2% | +9.5% |
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 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