+90.3%
ZETA vs CFG
+34.2%
+56.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.2% |
| 7D | -5.0% | +1.8% | -6.8% | -6.0% |
| 30D | -3.3% | +3.3% | -6.6% | -5.2% |
| 3M | +31.0% | -9.8% | +40.8% | +39.3% |
| 6M | +72.2% | +5.2% | +67.0% | +62.3% |
| YTD | +56.2% | +16.1% | +40.1% | +32.7% |
| 1Y | +90.3% | +33.7% | +56.6% | +22.9% |
| All | +90.3% | +34.2% | +56.1% | +22.9% |
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