+67.8%
ZETA vs ZCMD
-99.9%
+167.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -4.1% |
| 7D | +2.7% | -8.0% | +10.7% | +2.6% |
| 30D | +15.8% | -27.9% | +43.7% | +15.6% |
| 3M | +35.4% | -74.6% | +110.0% | +33.8% |
| 6M | +67.1% | -99.5% | +166.6% | +64.4% |
| YTD | +54.1% | -99.7% | +153.8% | +61.2% |
| 1Y | +67.8% | -99.9% | +167.7% | +72.1% |
| All | +67.8% | -99.9% | +167.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling