+90.3%
ZETA vs CG
-14.1%
+104.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | -0.6% |
| 7D | -5.0% | +9.4% | -14.4% | -11.1% |
| 30D | -3.3% | +8.7% | -12.1% | -9.3% |
| 3M | +31.0% | -15.0% | +46.0% | +47.5% |
| 6M | +72.2% | -13.2% | +85.4% | +91.0% |
| YTD | +56.2% | -26.2% | +82.3% | +104.5% |
| 1Y | +90.3% | -14.1% | +104.4% | +86.8% |
| All | +90.3% | -14.1% | +104.4% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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