+37.4%
CMG vs ZETA
+247.9%
-210.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -1.1% |
| 7D | -2.8% | +2.7% | -5.5% | -3.3% |
| 30D | +7.1% | +15.8% | -8.7% | +4.7% |
| 3M | +31.2% | +35.4% | -4.3% | +24.7% |
| 6M | +0.7% | +67.1% | -66.4% | -7.9% |
| YTD | -0.1% | +54.1% | -54.2% | -8.1% |
| 1Y | -10.7% | +67.8% | -78.6% | -19.5% |
| 3Y | -4.7% | +311.4% | -316.1% | -32.9% |
| 5Y | -3.8% | +324.8% | -328.5% | -35.6% |
| All | +37.4% | +247.9% | -210.5% | -7.0% |
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