-38.3%
CAG vs Z
-16.5%
-21.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | +1.1% |
| 7D | -3.3% | +0.8% | -4.2% | -3.4% |
| 30D | +7.7% | +5.2% | +2.5% | +7.5% |
| 3M | -3.2% | -17.0% | +13.9% | -2.7% |
| 6M | +7.0% | -22.7% | +29.6% | +7.5% |
| YTD | -9.0% | -56.3% | +47.3% | -7.3% |
| 1Y | -9.6% | -57.7% | +48.0% | -7.9% |
| 3Y | -36.0% | -16.5% | -19.4% | -36.3% |
| 5Y | -40.9% | -53.4% | +12.5% | -40.8% |
| All | -38.3% | -16.5% | -21.8% | -42.3% |
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