+83.9%
CME vs ZETA
+318.9%
-234.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.6% | -5.4% | +2.1% |
| 7D | +2.5% | +18.8% | -16.3% | +2.1% |
| 30D | +13.9% | +12.6% | +1.3% | +13.7% |
| 3M | +22.4% | +29.5% | -7.1% | +21.7% |
| 6M | +12.9% | +128.6% | -115.7% | +10.8% |
| YTD | +19.6% | +85.5% | -65.8% | +17.7% |
| 1Y | +17.7% | +90.6% | -72.9% | +15.7% |
| 3Y | +65.3% | +358.0% | -292.7% | +51.9% |
| 5Y | +75.1% | +282.0% | -206.8% | +58.2% |
| All | +83.9% | +318.9% | -234.9% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling