+134.7%
CEG vs ZETA
+348.6%
-213.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +12.1% | +18.1% | -6.0% | +9.6% |
| 30D | +0.2% | +13.6% | -13.3% | -1.6% |
| 3M | +0.7% | +23.7% | -23.0% | -2.6% |
| 6M | +2.2% | +128.5% | -126.2% | -10.7% |
| YTD | -20.3% | +80.1% | -100.4% | -28.5% |
| 1Y | -16.1% | +98.0% | -114.1% | -25.9% |
| 3Y | +134.7% | +348.6% | -213.9% | +71.3% |
| All | +134.7% | +348.6% | -213.9% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling