+104.2%
CB vs Z
-56.4%
+160.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.8% |
| 7D | +0.7% | -6.5% | +7.2% | +0.9% |
| 30D | +8.2% | -0.1% | +8.3% | +8.1% |
| 3M | +6.3% | -14.1% | +20.4% | +6.8% |
| 6M | +16.2% | -30.1% | +46.2% | +17.5% |
| YTD | +19.3% | -57.5% | +76.9% | +22.9% |
| 1Y | +29.2% | -60.3% | +89.5% | +33.5% |
| 3Y | +71.4% | -21.0% | +92.5% | +69.4% |
| 5Y | +104.2% | -54.9% | +159.2% | +100.4% |
| All | +104.2% | -56.4% | +160.7% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling