+252.6%
ZETA vs CDW
-1.6%
+254.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | +2.7% | +3.2% | -0.5% | +0.5% |
| 30D | +15.8% | +9.3% | +6.5% | +8.2% |
| 3M | +35.4% | +9.8% | +25.6% | +23.8% |
| 6M | +67.1% | +23.3% | +43.8% | +35.5% |
| YTD | +54.1% | +13.7% | +40.4% | +32.7% |
| 1Y | +67.8% | -6.5% | +74.3% | +69.1% |
| 3Y | +311.4% | -25.2% | +336.7% | +375.6% |
| 5Y | +324.8% | -19.5% | +344.3% | +304.1% |
| All | +252.6% | -1.6% | +254.2% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling