+251.7%
CB vs Z
-16.5%
+268.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.8% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +7.3% | +5.2% | +2.1% | +6.7% |
| 3M | +9.4% | -17.0% | +26.4% | +10.6% |
| 6M | +19.6% | -22.7% | +42.3% | +21.3% |
| YTD | +21.5% | -56.3% | +77.8% | +28.2% |
| 1Y | +28.0% | -57.7% | +85.7% | +35.2% |
| 3Y | +74.9% | -16.5% | +91.4% | +71.1% |
| 5Y | +108.1% | -53.4% | +161.5% | +108.9% |
| All | +251.7% | -16.5% | +268.1% | +198.6% |
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