+252.6%
ZETA vs CG
+25.8%
+226.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -2.9% |
| 7D | +2.7% | -4.3% | +7.0% | +5.8% |
| 30D | +15.8% | -5.1% | +20.9% | +20.0% |
| 3M | +35.4% | +8.7% | +26.7% | +26.1% |
| 6M | +67.1% | -9.2% | +76.3% | +76.5% |
| YTD | +54.1% | -18.9% | +72.9% | +77.4% |
| 1Y | +67.8% | -25.6% | +93.5% | +105.6% |
| 3Y | +311.4% | +57.3% | +254.1% | +190.0% |
| 5Y | +324.8% | +10.2% | +314.6% | +281.2% |
| All | +252.6% | +25.8% | +226.9% | +213.2% |
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