+341.6%
ZETA vs ZCMD
-100.0%
+441.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.5% |
| 7D | -6.5% | -2.0% | -4.5% | -6.5% |
| 30D | +4.8% | -19.8% | +24.7% | +4.9% |
| 3M | +53.3% | -62.1% | +115.4% | +52.5% |
| 6M | +66.8% | -99.5% | +166.3% | +74.2% |
| YTD | +50.2% | -99.7% | +149.9% | +60.2% |
| 1Y | +62.0% | -99.9% | +161.9% | +75.9% |
| 3Y | +276.4% | -100.0% | +376.3% | +344.5% |
| 5Y | +341.6% | -100.0% | +441.6% | +478.2% |
| All | +341.6% | -100.0% | +441.6% | +478.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling