+77.2%
CME vs ZETA
+343.0%
-265.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -2.9% | -2.4% | -0.4% | -2.8% |
| 30D | +5.5% | +15.6% | -10.1% | +5.2% |
| 3M | +11.0% | +41.5% | -30.5% | +10.1% |
| 6M | -9.7% | +63.4% | -73.1% | -10.8% |
| YTD | +4.9% | +51.3% | -46.4% | +3.6% |
| 1Y | +10.1% | +65.8% | -55.7% | +8.3% |
| 3Y | +53.5% | +279.2% | -225.7% | +40.4% |
| 5Y | +77.2% | +341.8% | -264.6% | +56.4% |
| All | +77.2% | +343.0% | -265.9% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling