+319.2%
ZETA vs CFG
+64.6%
+254.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.8% |
| 7D | +26.5% | +1.6% | +24.9% | +25.3% |
| 30D | +10.3% | +3.3% | +7.0% | +8.4% |
| 3M | +30.5% | -11.5% | +42.1% | +40.0% |
| 6M | +129.4% | +6.2% | +123.1% | +119.3% |
| YTD | +83.1% | +14.3% | +68.9% | +67.5% |
| 1Y | +82.1% | +26.7% | +55.3% | +56.8% |
| 3Y | +352.3% | +187.8% | +164.5% | +145.7% |
| 5Y | +293.1% | +61.3% | +231.8% | +197.4% |
| All | +319.2% | +64.6% | +254.7% | +208.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling