+23.0%
C vs Z
-60.5%
+83.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | +1.2% |
| 7D | -0.4% | -6.5% | +6.1% | +0.8% |
| 30D | -5.2% | -0.1% | -5.1% | -5.4% |
| 3M | -9.1% | -14.1% | +5.1% | -7.2% |
| 6M | -1.6% | -30.1% | +28.5% | +6.3% |
| YTD | +6.9% | -57.5% | +64.5% | +26.6% |
| 1Y | +23.0% | -60.3% | +83.3% | +46.4% |
| All | +23.0% | -60.5% | +83.5% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling