+319.2%
ZETA vs CAG
-48.5%
+367.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.3% |
| 7D | +26.5% | -6.2% | +32.7% | +26.3% |
| 30D | +10.3% | +7.4% | +2.8% | +10.3% |
| 3M | +30.5% | -1.6% | +32.2% | +30.6% |
| 6M | +129.4% | +6.3% | +123.0% | +129.2% |
| YTD | +83.1% | -10.1% | +93.2% | +82.0% |
| 1Y | +82.1% | -10.2% | +92.3% | +80.9% |
| 3Y | +352.3% | -37.3% | +389.6% | +351.7% |
| 5Y | +293.1% | -41.6% | +334.7% | +285.5% |
| All | +319.2% | -48.5% | +367.8% | +311.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling