+582.9%
CEG vs ZETA
+295.4%
+287.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.5% | +6.0% | +9.9% |
| 7D | +7.3% | +6.2% | +1.1% | +6.5% |
| 30D | -7.4% | -2.0% | -5.3% | -7.2% |
| 3M | +2.5% | +21.7% | -19.2% | -0.5% |
| 6M | -8.8% | +89.1% | -97.9% | -17.6% |
| YTD | -21.5% | +59.3% | -80.8% | -28.0% |
| 1Y | -22.5% | +66.2% | -88.7% | -29.5% |
| 3Y | +133.3% | +297.3% | -164.0% | +77.6% |
| All | +582.9% | +295.4% | +287.5% | +403.5% |
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