+264.7%
ZETA vs CMS
+37.8%
+226.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +4.5% |
| 7D | +6.2% | -0.9% | +7.1% | +6.2% |
| 30D | -2.0% | +7.1% | -9.1% | -2.1% |
| 3M | +21.7% | -1.3% | +23.0% | +21.8% |
| 6M | +89.1% | -2.7% | +91.8% | +89.2% |
| YTD | +59.3% | +2.6% | +56.7% | +58.4% |
| 1Y | +66.2% | -2.0% | +68.2% | +66.1% |
| 3Y | +297.3% | +39.6% | +257.7% | +277.4% |
| 5Y | +227.5% | +35.3% | +192.1% | +231.6% |
| All | +264.7% | +37.8% | +226.9% | +272.1% |
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