-7.6%
CMG vs ZETA
+272.3%
-279.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +12.1% | +10.5% | +1.6% | +10.8% |
| 3M | +20.6% | +44.3% | -23.7% | +15.5% |
| 6M | +2.1% | +59.4% | -57.3% | -4.0% |
| YTD | -2.6% | +49.5% | -52.1% | -8.3% |
| 1Y | -8.7% | +62.7% | -71.4% | -15.1% |
| All | -7.6% | +272.3% | -279.9% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling