+347.2%
ZETA vs CMS
+23.4%
+323.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +15.8% | -3.6% | +19.4% | +15.9% |
| 3M | +35.4% | -1.9% | +37.3% | +35.3% |
| 6M | +67.1% | -11.0% | +78.1% | +68.0% |
| YTD | +54.1% | +0.2% | +53.9% | +53.1% |
| 1Y | +67.8% | -1.3% | +69.1% | +67.0% |
| 3Y | +311.4% | +35.9% | +275.5% | +286.8% |
| All | +347.2% | +23.4% | +323.8% | +344.7% |
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 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