-25.4%
CEG vs ZETA
+74.8%
-100.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.2% | -11.2% | -3.5% |
| 7D | +1.7% | +13.2% | -11.6% | +0.8% |
| 30D | -10.2% | +6.0% | -16.2% | -10.6% |
| 3M | -0.8% | +27.3% | -28.2% | -2.5% |
| 6M | -11.5% | +104.6% | -116.2% | -17.3% |
| YTD | -23.9% | +72.3% | -96.2% | -27.1% |
| 1Y | -25.4% | +76.3% | -101.7% | -29.8% |
| All | -25.4% | +74.8% | -100.2% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling