+254.2%
ZETA vs CAG
-39.8%
+294.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.8% | +8.2% |
| 7D | +13.2% | +6.6% | +6.6% | +13.3% |
| 30D | +6.0% | +13.9% | -7.9% | +6.0% |
| 3M | +27.3% | +4.0% | +23.3% | +27.5% |
| 6M | +104.6% | +10.0% | +94.6% | +104.5% |
| YTD | +72.3% | -6.1% | +78.5% | +71.5% |
| 1Y | +76.3% | -4.3% | +80.6% | +75.2% |
| 3Y | +325.6% | -34.6% | +360.2% | +326.3% |
| 5Y | +254.2% | -39.4% | +293.7% | +242.8% |
| All | +254.2% | -39.8% | +294.0% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling