+69.4%
CME vs ZETA
+217.2%
-147.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -0.5% |
| 7D | -0.6% | +6.2% | -6.8% | -0.7% |
| 30D | +8.5% | -2.0% | +10.6% | +8.5% |
| 3M | +16.0% | +21.7% | -5.7% | +15.6% |
| 6M | +9.3% | +89.1% | -79.8% | +7.8% |
| YTD | +15.3% | +59.3% | -44.0% | +13.8% |
| 1Y | +14.4% | +66.2% | -51.8% | +12.7% |
| 3Y | +59.9% | +297.3% | -237.4% | +45.9% |
| 5Y | +69.4% | +227.5% | -158.0% | +52.8% |
| All | +69.4% | +217.2% | -147.8% | +52.8% |
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