+264.7%
ZETA vs CDW
+6.3%
+258.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.8% | -0.4% | +1.2% |
| 7D | +6.2% | +9.3% | -3.1% | -0.4% |
| 30D | -2.0% | +15.8% | -17.8% | -11.9% |
| 3M | +21.7% | +21.8% | -0.1% | +4.3% |
| 6M | +89.1% | +58.8% | +30.4% | +30.3% |
| YTD | +59.3% | +22.8% | +36.5% | +28.2% |
| 1Y | +66.2% | +17.9% | +48.3% | +38.7% |
| 3Y | +297.3% | -17.4% | +314.7% | +321.2% |
| 5Y | +227.5% | -5.7% | +233.2% | +194.5% |
| All | +264.7% | +6.3% | +258.4% | +235.5% |
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