+294.5%
ZETA vs CG
+11.7%
+282.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.6% | +9.2% |
| 7D | +13.2% | +2.0% | +11.3% | +11.6% |
| 30D | +6.0% | +8.5% | -2.6% | -0.5% |
| 3M | +27.3% | -12.1% | +39.5% | +38.4% |
| 6M | +104.6% | -16.4% | +121.0% | +127.9% |
| YTD | +72.3% | -28.0% | +100.3% | +114.3% |
| 1Y | +76.3% | -18.9% | +95.2% | +102.0% |
| 3Y | +325.6% | +51.2% | +274.4% | +207.1% |
| 5Y | +254.2% | -15.9% | +270.1% | +280.0% |
| All | +294.5% | +11.7% | +282.8% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling