+67.8%
ZETA vs CMS
-1.9%
+69.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.8% |
| 30D | +15.8% | -3.6% | +19.4% | +13.9% |
| 3M | +35.4% | -1.9% | +37.3% | +34.9% |
| 6M | +67.1% | -11.0% | +78.1% | +59.9% |
| YTD | +54.1% | +0.2% | +53.9% | +54.4% |
| 1Y | +67.8% | -1.3% | +69.1% | +69.6% |
| All | +67.8% | -1.9% | +69.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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