+264.7%
ZETA vs CSGP
-63.3%
+328.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.1% |
| 7D | +6.2% | -1.8% | +8.0% | +7.2% |
| 30D | -2.0% | +5.3% | -7.3% | -8.2% |
| 3M | +21.7% | +3.3% | +18.4% | +14.0% |
| 6M | +89.1% | -4.7% | +93.8% | +85.5% |
| YTD | +59.3% | -53.5% | +112.9% | +155.7% |
| 1Y | +66.2% | -53.7% | +119.9% | +167.4% |
| 3Y | +297.3% | -59.7% | +357.1% | +567.4% |
| 5Y | +227.5% | -62.5% | +289.9% | +411.1% |
| All | +264.7% | -63.3% | +328.0% | +484.8% |
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