+34.6%
CMG vs ZETA
+235.0%
-200.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -2.1% | -3.7% | +1.7% | -1.5% |
| 30D | +10.9% | +5.7% | +5.2% | +9.9% |
| 3M | +15.8% | +50.4% | -34.6% | +8.6% |
| 6M | +6.9% | +65.5% | -58.5% | -2.0% |
| YTD | -2.2% | +48.3% | -50.5% | -9.5% |
| 1Y | -7.1% | +45.4% | -52.5% | -14.4% |
| 3Y | -7.1% | +270.8% | -277.9% | -33.4% |
| 5Y | -4.8% | +336.1% | -340.9% | -36.1% |
| All | +34.6% | +235.0% | -200.4% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling