+348.6%
ZETA vs CFG
+191.5%
+157.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.1% |
| 7D | +18.1% | +3.2% | +14.9% | +15.8% |
| 30D | +13.6% | +5.1% | +8.4% | +10.2% |
| 3M | +23.7% | -11.2% | +35.0% | +33.2% |
| 6M | +128.5% | +9.6% | +118.9% | +112.5% |
| YTD | +80.1% | +15.0% | +65.1% | +62.0% |
| 1Y | +98.0% | +29.9% | +68.1% | +64.0% |
| 3Y | +348.6% | +192.1% | +156.5% | +147.9% |
| All | +348.6% | +191.5% | +157.1% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling