+90.6%
ZETA vs CFG
+28.5%
+62.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.7% | +7.1% |
| 7D | +18.8% | -0.8% | +19.5% | +19.4% |
| 30D | +12.6% | +3.1% | +9.5% | +10.9% |
| 3M | +29.5% | -9.7% | +39.2% | +37.0% |
| 6M | +128.6% | +6.7% | +121.9% | +114.2% |
| YTD | +85.5% | +15.2% | +70.3% | +61.6% |
| 1Y | +90.6% | +28.8% | +61.8% | +42.5% |
| All | +90.6% | +28.5% | +62.1% | +42.5% |
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