+294.5%
ZETA vs CSGP
-64.4%
+358.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.9% | +11.1% | +10.0% |
| 7D | +13.2% | -3.2% | +16.4% | +15.1% |
| 30D | +6.0% | +2.2% | +3.8% | +1.0% |
| 3M | +27.3% | -3.7% | +31.0% | +24.8% |
| 6M | +104.6% | -7.4% | +112.1% | +104.1% |
| YTD | +72.3% | -54.9% | +127.2% | +181.2% |
| 1Y | +76.3% | -54.9% | +131.2% | +187.6% |
| 3Y | +325.6% | -61.9% | +387.5% | +644.0% |
| 5Y | +254.2% | -63.1% | +317.3% | +459.9% |
| All | +294.5% | -64.4% | +358.9% | +543.3% |
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