+67.8%
ZETA vs CFG
+40.4%
+27.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | +1.5% | +1.1% | +1.6% |
| 30D | +15.8% | -3.8% | +19.6% | +18.7% |
| 3M | +35.4% | +11.5% | +23.9% | +23.8% |
| 6M | +67.1% | +19.2% | +47.9% | +42.9% |
| YTD | +54.1% | +23.7% | +30.3% | +27.7% |
| 1Y | +67.8% | +38.8% | +29.0% | +22.3% |
| All | +67.8% | +40.4% | +27.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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