-18.1%
CAG vs Z
-64.6%
+46.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.6% |
| 7D | -5.9% | -11.6% | +5.7% | -5.4% |
| 30D | -1.5% | -8.5% | +6.9% | -1.2% |
| 3M | +11.5% | -7.9% | +19.4% | +11.3% |
| 6M | -15.7% | -29.1% | +13.4% | -16.6% |
| YTD | -10.2% | -54.2% | +44.0% | -12.9% |
| 1Y | -18.1% | -63.5% | +45.5% | -20.5% |
| All | -18.1% | -64.6% | +46.5% | -20.5% |
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