+324.5%
ZETA vs CG
+10.1%
+314.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.0% | +8.6% |
| 7D | +18.8% | -3.8% | +22.6% | +21.9% |
| 30D | +12.6% | +7.5% | +5.1% | +6.4% |
| 3M | +29.5% | -14.4% | +43.8% | +43.1% |
| 6M | +128.6% | -15.7% | +144.2% | +152.5% |
| YTD | +85.5% | -29.0% | +114.4% | +132.7% |
| 1Y | +90.6% | -22.1% | +112.7% | +124.6% |
| 3Y | +358.0% | +49.1% | +308.9% | +233.5% |
| 5Y | +282.0% | -18.4% | +300.4% | +316.4% |
| All | +324.5% | +10.1% | +314.4% | +310.9% |
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