+341.6%
ZETA vs CMI
+163.4%
+178.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.9% |
| 7D | -6.5% | +0.8% | -7.3% | -7.0% |
| 30D | +4.8% | -12.8% | +17.6% | +13.1% |
| 3M | +53.3% | -12.4% | +65.8% | +60.6% |
| 6M | +66.8% | -0.9% | +67.7% | +54.9% |
| YTD | +50.2% | +8.9% | +41.3% | +29.0% |
| 1Y | +62.0% | +37.7% | +24.3% | +16.6% |
| 3Y | +276.4% | +148.9% | +127.5% | +77.4% |
| 5Y | +341.6% | +164.4% | +177.3% | +88.5% |
| All | +341.6% | +163.4% | +178.2% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling