+63.0%
ZETA vs CFG
+29.0%
+34.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.5% | +2.8% |
| 7D | +6.2% | +0.3% | +6.0% | +6.2% |
| 30D | -2.0% | +3.2% | -5.2% | -3.6% |
| 3M | +21.7% | -9.7% | +31.4% | +28.7% |
| 6M | +89.1% | +3.6% | +85.5% | +81.4% |
| YTD | +59.3% | +14.7% | +44.6% | +39.1% |
| All | +63.0% | +29.0% | +34.0% | +19.5% |
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