+22.7%
C vs Z
-58.2%
+80.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +1.8% |
| 7D | -0.9% | -5.2% | +4.2% | -0.1% |
| 30D | -5.4% | +5.7% | -11.1% | -6.5% |
| 3M | -9.2% | -8.7% | -0.4% | -8.2% |
| 6M | -1.8% | -26.0% | +24.2% | +5.1% |
| YTD | +6.7% | -55.0% | +61.7% | +25.1% |
| All | +22.7% | -58.2% | +80.9% | +44.7% |
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