+249.0%
ZETA vs CSGP
-64.2%
+313.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.7% | +10.0% | +8.2% |
| 7D | -0.4% | +1.3% | -1.7% | -1.7% |
| 30D | -8.0% | +10.7% | -18.7% | -17.2% |
| 3M | +21.4% | +3.3% | +18.1% | +13.6% |
| 6M | +80.1% | -10.3% | +90.4% | +83.7% |
| YTD | +52.5% | -54.6% | +107.0% | +148.1% |
| 1Y | +58.5% | -54.6% | +113.1% | +158.1% |
| 3Y | +281.7% | -60.3% | +342.0% | +545.8% |
| 5Y | +237.3% | -63.3% | +300.6% | +433.6% |
| All | +249.0% | -64.2% | +313.2% | +467.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling