+242.2%
ZETA vs CMS
+33.9%
+208.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.1% | +0.2% | -0.2% | -0.1% |
| 30D | +10.5% | -1.3% | +11.7% | +10.5% |
| 3M | +44.3% | -5.4% | +49.7% | +44.3% |
| 6M | +59.4% | -10.3% | +69.8% | +59.9% |
| YTD | +49.5% | -0.2% | +49.7% | +48.6% |
| 1Y | +62.7% | -0.9% | +63.5% | +61.9% |
| 3Y | +274.6% | +34.0% | +240.7% | +255.9% |
| 5Y | +349.3% | +23.6% | +325.8% | +345.4% |
| All | +242.2% | +33.9% | +208.2% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling