+202.4%
ZETA vs CFG
+61.2%
+141.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.9% |
| 7D | -0.4% | -0.9% | +0.4% | +0.1% |
| 30D | -8.0% | +1.1% | -9.1% | -8.6% |
| 3M | +21.4% | -12.0% | +33.4% | +30.8% |
| 6M | +80.1% | -2.2% | +82.3% | +80.8% |
| YTD | +52.5% | +11.4% | +41.1% | +41.1% |
| 1Y | +58.5% | +27.8% | +30.6% | +34.9% |
| 3Y | +281.7% | +173.3% | +108.4% | +108.2% |
| All | +202.4% | +61.2% | +141.2% | +132.9% |
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 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