+63.0%
CME vs ZETA
+247.9%
-184.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.2% |
| 7D | -1.6% | +2.7% | -4.2% | -1.6% |
| 30D | +6.2% | +15.8% | -9.6% | +5.9% |
| 3M | +10.4% | +35.4% | -25.0% | +9.7% |
| 6M | -9.5% | +67.1% | -76.6% | -10.6% |
| YTD | +6.0% | +54.1% | -48.0% | +4.7% |
| 1Y | +9.3% | +67.8% | -58.6% | +7.6% |
| 3Y | +57.7% | +311.4% | -253.8% | +44.7% |
| 5Y | +77.7% | +324.8% | -247.1% | +59.0% |
| All | +63.0% | +247.9% | -184.9% | +47.5% |
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 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