+246.3%
ZETA vs CDW
-6.7%
+253.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.2% | +3.4% | +1.9% |
| 7D | -2.4% | -3.9% | +1.4% | +0.3% |
| 30D | +15.6% | +6.9% | +8.7% | +9.9% |
| 3M | +41.5% | +7.7% | +33.8% | +30.7% |
| 6M | +63.4% | +18.3% | +45.1% | +36.2% |
| YTD | +51.3% | +7.8% | +43.5% | +35.1% |
| 1Y | +65.8% | -12.2% | +78.0% | +74.6% |
| 3Y | +279.2% | -28.9% | +308.1% | +353.7% |
| 5Y | +341.8% | -22.8% | +364.5% | +337.2% |
| All | +246.3% | -6.7% | +253.0% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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