-5.6%
CAG vs Z
-54.2%
+48.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.4% | -3.5% | +4.9% |
| 7D | +9.7% | +10.2% | -0.5% | +8.6% |
| 30D | +15.8% | +23.7% | -7.9% | +14.1% |
| 3M | +1.8% | -6.6% | +8.4% | +1.0% |
| 6M | +11.5% | -23.0% | +34.5% | +8.2% |
| YTD | -6.7% | -50.3% | +43.6% | -13.2% |
| 1Y | -5.6% | -53.6% | +47.9% | -12.0% |
| All | -5.6% | -54.2% | +48.5% | -12.0% |
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 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