+223.5%
C vs Z
-14.9%
+238.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | -2.4% | -4.6% | +2.2% | -1.6% |
| 30D | -6.0% | +8.3% | -14.3% | -7.9% |
| 3M | -10.5% | -11.6% | +1.1% | -9.3% |
| 6M | -5.7% | -33.6% | +27.9% | +0.7% |
| YTD | +4.1% | -56.7% | +60.8% | +20.2% |
| 1Y | +20.5% | -59.1% | +79.6% | +40.3% |
| 3Y | +208.1% | -20.4% | +228.5% | +204.9% |
| 5Y | +110.4% | -55.3% | +165.7% | +121.5% |
| All | +223.5% | -14.9% | +238.5% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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