+294.9%
ZETA vs CMS
+36.3%
+258.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.7% |
| 7D | +18.1% | +1.7% | +16.4% | +18.0% |
| 30D | +13.6% | +6.2% | +7.4% | +13.3% |
| 3M | +23.7% | +0.6% | +23.1% | +23.8% |
| 6M | +128.5% | -1.8% | +130.3% | +128.6% |
| YTD | +80.1% | +3.8% | +76.3% | +78.4% |
| 1Y | +98.0% | -1.8% | +99.8% | +97.9% |
| 3Y | +348.6% | +39.8% | +308.8% | +313.2% |
| All | +294.9% | +36.3% | +258.6% | +269.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling