+264.7%
ZETA vs CAG
-45.9%
+310.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.5% |
| 7D | +6.2% | +4.6% | +1.6% | +6.3% |
| 30D | -2.0% | +14.7% | -16.7% | -1.9% |
| 3M | +21.7% | +2.4% | +19.3% | +21.9% |
| 6M | +89.1% | +10.7% | +78.4% | +89.2% |
| YTD | +59.3% | -5.5% | +64.8% | +58.5% |
| 1Y | +66.2% | -4.6% | +70.8% | +65.3% |
| 3Y | +297.3% | -34.4% | +331.7% | +297.2% |
| 5Y | +227.5% | -39.2% | +266.6% | +221.2% |
| All | +264.7% | -45.9% | +310.6% | +258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling