+344.5%
ZETA vs CGNX
-25.4%
+369.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -2.9% |
| 7D | -3.7% | +3.2% | -6.9% | -5.0% |
| 30D | +5.7% | +6.0% | -0.3% | +2.8% |
| 3M | +50.4% | +3.5% | +46.9% | +45.3% |
| 6M | +65.5% | +26.3% | +39.2% | +44.6% |
| YTD | +48.3% | +79.2% | -30.9% | +2.8% |
| 1Y | +45.4% | +43.8% | +1.6% | +13.5% |
| 3Y | +270.8% | +52.0% | +218.8% | +151.9% |
| All | +344.5% | -25.4% | +369.9% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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