+347.2%
ZETA vs CSGP
-64.7%
+411.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -2.4% |
| 7D | +2.7% | -4.1% | +6.7% | +5.8% |
| 30D | +15.8% | +2.3% | +13.5% | +13.2% |
| 3M | +35.4% | -8.2% | +43.6% | +41.6% |
| 6M | +67.1% | -35.1% | +102.2% | +124.3% |
| YTD | +54.1% | -54.0% | +108.1% | +160.9% |
| 1Y | +67.8% | -65.3% | +133.1% | +251.1% |
| 3Y | +311.4% | -62.6% | +374.0% | +669.4% |
| All | +347.2% | -64.7% | +411.9% | +647.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling