+67.8%
ZETA vs CMI
+45.0%
+22.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.6% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +15.8% | -13.4% | +29.3% | +19.3% |
| 3M | +35.4% | -17.0% | +52.4% | +39.0% |
| 6M | +67.1% | -1.6% | +68.8% | +50.8% |
| YTD | +54.1% | +11.0% | +43.1% | +24.2% |
| 1Y | +67.8% | +41.9% | +25.9% | +12.9% |
| All | +67.8% | +45.0% | +22.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling