-5.0%
CMG vs ZETA
+352.7%
-357.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -3.8% | -6.5% | +2.7% | -2.9% |
| 30D | +12.9% | +4.8% | +8.1% | +11.9% |
| 3M | +18.8% | +53.3% | -34.6% | +10.7% |
| 6M | +4.1% | +66.8% | -62.8% | -5.1% |
| YTD | -2.4% | +50.2% | -52.5% | -10.1% |
| 1Y | -6.7% | +62.0% | -68.7% | -15.7% |
| 3Y | -7.1% | +276.4% | -283.5% | -35.0% |
| 5Y | -5.0% | +341.6% | -346.6% | -39.3% |
| All | -5.0% | +352.7% | -357.7% | -39.3% |
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