+279.2%
ZETA vs CG
+56.8%
+222.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.2% |
| 7D | -2.4% | -1.3% | -1.2% | -1.5% |
| 30D | +15.6% | -3.2% | +18.7% | +18.1% |
| 3M | +41.5% | +6.2% | +35.3% | +34.0% |
| 6M | +63.4% | -4.7% | +68.1% | +66.9% |
| YTD | +51.3% | -20.6% | +71.9% | +77.4% |
| 1Y | +65.8% | -26.4% | +92.2% | +104.7% |
| 3Y | +279.2% | +55.4% | +223.8% | +190.6% |
| All | +279.2% | +56.8% | +222.4% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling