+74.9%
CB vs Z
-18.1%
+93.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +1.0% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | +7.3% | +5.2% | +2.1% | +7.1% |
| 3M | +9.4% | -17.0% | +26.4% | +9.7% |
| 6M | +19.6% | -22.7% | +42.3% | +20.0% |
| YTD | +21.5% | -56.3% | +77.8% | +23.4% |
| 1Y | +28.0% | -57.7% | +85.7% | +30.0% |
| 3Y | +74.9% | -16.5% | +91.4% | +84.1% |
| All | +74.9% | -18.1% | +93.0% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling