+82.1%
ZETA vs CAG
-10.4%
+92.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.5% |
| 7D | +26.5% | -6.2% | +32.7% | +25.4% |
| 30D | +10.3% | +7.4% | +2.8% | +10.9% |
| 3M | +30.5% | -1.6% | +32.2% | +30.8% |
| 6M | +129.4% | +6.3% | +123.0% | +129.5% |
| YTD | +83.1% | -10.1% | +93.2% | +71.6% |
| 1Y | +82.1% | -10.2% | +92.3% | +66.1% |
| All | +82.1% | -10.4% | +92.5% | +66.1% |
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