+243.8%
ZETA vs CMS
+33.0%
+210.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -6.5% | -1.3% | -5.2% | -6.5% |
| 30D | +4.8% | -2.8% | +7.6% | +4.9% |
| 3M | +53.3% | -7.1% | +60.5% | +53.4% |
| 6M | +66.8% | -10.0% | +76.9% | +67.2% |
| YTD | +50.2% | -0.9% | +51.1% | +49.3% |
| 1Y | +62.0% | -2.0% | +64.0% | +61.3% |
| 3Y | +276.4% | +33.0% | +243.4% | +257.5% |
| 5Y | +341.6% | +24.3% | +317.4% | +340.0% |
| All | +243.8% | +33.0% | +210.8% | +250.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling