+312.3%
ZETA vs CSGP
-63.7%
+375.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.5% | -3.4% |
| 7D | +18.1% | +1.3% | +16.8% | +16.9% |
| 30D | +13.6% | +2.8% | +10.8% | +7.9% |
| 3M | +23.7% | -6.3% | +30.1% | +24.0% |
| 6M | +128.5% | -3.2% | +131.7% | +121.0% |
| YTD | +80.1% | -54.0% | +134.1% | +189.9% |
| 1Y | +98.0% | -54.8% | +152.8% | +223.1% |
| 3Y | +348.6% | -60.6% | +409.2% | +664.1% |
| 5Y | +286.6% | -62.6% | +349.2% | +504.3% |
| All | +312.3% | -63.7% | +375.9% | +563.2% |
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