+279.2%
ZETA vs CAG
-36.6%
+315.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -2.4% | -5.3% | +2.8% | -2.2% |
| 30D | +15.6% | +1.0% | +14.6% | +15.4% |
| 3M | +41.5% | +17.4% | +24.1% | +40.5% |
| 6M | +63.4% | -16.8% | +80.2% | +63.5% |
| YTD | +51.3% | -6.8% | +58.1% | +49.7% |
| 1Y | +65.8% | -15.4% | +81.2% | +66.1% |
| 3Y | +279.2% | -37.1% | +316.3% | +275.0% |
| All | +279.2% | -36.6% | +315.8% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling