+246.3%
ZETA vs CFG
+76.2%
+170.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.1% |
| 7D | -2.4% | +2.7% | -5.1% | -4.0% |
| 30D | +15.6% | -3.7% | +19.3% | +18.0% |
| 3M | +41.5% | +9.5% | +32.0% | +33.4% |
| 6M | +63.4% | +22.2% | +41.2% | +43.6% |
| YTD | +51.3% | +22.3% | +29.0% | +33.0% |
| 1Y | +65.8% | +39.4% | +26.4% | +35.2% |
| 3Y | +279.2% | +188.5% | +90.7% | +104.4% |
| 5Y | +341.8% | +101.5% | +240.2% | +204.7% |
| All | +246.3% | +76.2% | +170.2% | +144.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling