+62.0%
ZETA vs CAG
-17.7%
+79.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.3% |
| 7D | -6.5% | -5.9% | -0.6% | -6.7% |
| 30D | +4.8% | -1.5% | +6.4% | +4.6% |
| 3M | +53.3% | +11.5% | +41.9% | +55.0% |
| 6M | +66.8% | -15.7% | +82.5% | +57.6% |
| YTD | +50.2% | -10.2% | +60.4% | +42.5% |
| 1Y | +62.0% | -18.1% | +80.1% | +50.8% |
| All | +62.0% | -17.7% | +79.8% | +50.8% |
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