+312.3%
ZETA vs CG
+6.5%
+305.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.4% |
| 7D | +18.1% | +0.2% | +17.9% | +17.6% |
| 30D | +13.6% | +11.2% | +2.4% | +4.6% |
| 3M | +23.7% | -22.1% | +45.8% | +46.3% |
| 6M | +128.5% | -17.9% | +146.4% | +157.1% |
| YTD | +80.1% | -31.3% | +111.4% | +131.2% |
| 1Y | +98.0% | -24.0% | +122.0% | +136.7% |
| 3Y | +348.6% | +45.0% | +303.6% | +232.9% |
| 5Y | +286.6% | -22.6% | +309.2% | +334.7% |
| All | +312.3% | +6.5% | +305.8% | +308.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling