+67.8%
ZETA vs CAG
-13.1%
+80.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.1% |
| 7D | +2.7% | -3.8% | +6.4% | +2.4% |
| 30D | +15.8% | +3.1% | +12.7% | +15.8% |
| 3M | +35.4% | +23.5% | +11.9% | +38.9% |
| 6M | +67.1% | -14.8% | +82.0% | +56.1% |
| YTD | +54.1% | -5.4% | +59.5% | +46.6% |
| 1Y | +67.8% | -11.8% | +79.6% | +57.3% |
| All | +67.8% | -13.1% | +80.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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