+231.5%
ZETA vs CSGP
-62.4%
+293.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.6% | -6.2% |
| 7D | -10.0% | +13.9% | -23.9% | -17.7% |
| 30D | -10.6% | +16.0% | -26.6% | -21.6% |
| 3M | +8.9% | +6.1% | +2.8% | +0.6% |
| 6M | +65.1% | -8.2% | +73.3% | +66.7% |
| YTD | +44.8% | -52.3% | +97.2% | +129.2% |
| 1Y | +47.8% | -54.5% | +102.3% | +142.0% |
| 3Y | +248.8% | -58.6% | +307.3% | +476.5% |
| 5Y | +220.3% | -61.5% | +281.8% | +393.0% |
| All | +231.5% | -62.4% | +293.9% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling