+249.0%
ZETA vs CMS
+35.9%
+213.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.4% | +5.3% |
| 7D | -0.4% | -1.3% | +0.9% | -0.5% |
| 30D | -8.0% | +6.3% | -14.3% | -8.1% |
| 3M | +21.4% | -2.1% | +23.5% | +21.5% |
| 6M | +80.1% | -5.1% | +85.2% | +80.2% |
| YTD | +52.5% | +1.3% | +51.2% | +51.6% |
| 1Y | +58.5% | -1.4% | +59.9% | +58.1% |
| 3Y | +281.7% | +36.9% | +244.7% | +262.8% |
| 5Y | +237.3% | +32.5% | +204.7% | +240.2% |
| All | +249.0% | +35.9% | +213.1% | +256.1% |
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