-32.7%
CAG vs Z
+17.0%
-49.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.2% |
| 7D | -5.3% | -3.3% | -2.0% | -5.2% |
| 30D | +1.0% | -3.7% | +4.7% | +1.1% |
| 3M | +17.4% | -7.0% | +24.4% | +17.6% |
| 6M | -16.8% | -29.5% | +12.7% | -16.0% |
| YTD | -6.8% | -52.6% | +45.8% | -4.8% |
| 1Y | -15.4% | -64.0% | +48.6% | -12.8% |
| 3Y | -37.1% | -36.4% | -0.6% | -36.9% |
| 5Y | -41.3% | -65.8% | +24.5% | -40.5% |
| 10Y | -35.5% | -5.8% | -29.6% | -42.0% |
| All | -32.7% | +17.0% | -49.7% | -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 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