+213.4%
ZETA vs CG
-21.6%
+235.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +5.9% | +5.8% |
| 7D | -0.4% | -1.2% | +0.7% | +0.4% |
| 30D | -8.0% | +5.0% | -13.1% | -11.6% |
| 3M | +21.4% | -18.2% | +39.6% | +39.2% |
| 6M | +80.1% | -20.7% | +100.8% | +108.7% |
| YTD | +52.5% | -31.4% | +83.9% | +97.5% |
| 1Y | +58.5% | -22.3% | +80.7% | +87.8% |
| 3Y | +281.7% | +50.2% | +231.5% | +172.8% |
| All | +213.4% | -21.6% | +235.0% | +281.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling