+639.7%
CEG vs ZETA
+275.5%
+364.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | +6.7% | -2.4% | +9.1% | +6.9% |
| 30D | +11.0% | +15.6% | -4.6% | +8.6% |
| 3M | +19.5% | +41.5% | -22.0% | +13.2% |
| 6M | -5.9% | +63.4% | -69.3% | -13.4% |
| YTD | -15.0% | +51.3% | -66.3% | -21.4% |
| 1Y | +0.6% | +65.8% | -65.2% | -8.8% |
| 3Y | +180.6% | +279.2% | -98.6% | +114.7% |
| All | +639.7% | +275.5% | +364.2% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling