+246.3%
ZETA vs ZCMD
-100.0%
+346.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | +15.6% | -21.6% | +37.2% | +15.7% |
| 3M | +41.5% | -67.4% | +108.9% | +40.9% |
| 6M | +63.4% | -99.4% | +162.9% | +70.4% |
| YTD | +51.3% | -99.7% | +151.0% | +62.1% |
| 1Y | +65.8% | -99.9% | +165.7% | +80.8% |
| 3Y | +279.2% | -100.0% | +379.2% | +353.4% |
| 5Y | +341.8% | -100.0% | +441.7% | +448.2% |
| All | +246.3% | -100.0% | +346.3% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling