+246.3%
ZETA vs CMI
+145.4%
+100.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -2.4% | +1.9% | -4.3% | -3.6% |
| 30D | +15.6% | -12.5% | +28.1% | +24.3% |
| 3M | +41.5% | -16.2% | +57.7% | +52.7% |
| 6M | +63.4% | +4.9% | +58.6% | +46.4% |
| YTD | +51.3% | +11.1% | +40.2% | +29.0% |
| 1Y | +65.8% | +43.4% | +22.4% | +17.2% |
| 3Y | +279.2% | +154.1% | +125.1% | +80.8% |
| 5Y | +341.8% | +169.5% | +172.3% | +85.1% |
| All | +246.3% | +145.4% | +100.9% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling