+347.2%
ZETA vs CFG
+101.4%
+245.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | +1.5% | +1.1% | +1.7% |
| 30D | +15.8% | -3.8% | +19.6% | +18.4% |
| 3M | +35.4% | +11.5% | +23.9% | +26.1% |
| 6M | +67.1% | +19.2% | +47.9% | +48.7% |
| YTD | +54.1% | +23.7% | +30.3% | +34.2% |
| 1Y | +67.8% | +38.8% | +29.0% | +36.6% |
| 3Y | +311.4% | +178.9% | +132.5% | +122.3% |
| All | +347.2% | +101.4% | +245.9% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling