+177.2%
C vs Z
+9.5%
+167.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -10.6% | +5.6% | -3.0% |
| 7D | -5.3% | -2.3% | -3.0% | -5.0% |
| 30D | -7.3% | +9.4% | -16.7% | -9.4% |
| 3M | -13.5% | -16.1% | +2.6% | -11.3% |
| 6M | -6.5% | -30.4% | +23.9% | -1.0% |
| YTD | +3.6% | -55.6% | +59.2% | +18.9% |
| 1Y | +18.9% | -58.5% | +77.4% | +37.9% |
| 3Y | +205.0% | -19.6% | +224.6% | +201.3% |
| 5Y | +109.4% | -54.1% | +163.5% | +119.3% |
| 10Y | +232.9% | -12.1% | +245.0% | +152.1% |
| All | +177.2% | +9.5% | +167.7% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling