+105.9%
CB vs Z
-54.7%
+160.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | 0.0% | -4.9% | +5.0% | +0.2% |
| 30D | +7.4% | +3.0% | +4.4% | +7.2% |
| 3M | +8.6% | -13.4% | +22.0% | +9.1% |
| 6M | +16.1% | -27.3% | +43.5% | +17.3% |
| YTD | +20.2% | -57.8% | +78.0% | +23.9% |
| 1Y | +27.2% | -60.0% | +87.2% | +31.3% |
| 3Y | +72.7% | -21.5% | +94.2% | +70.7% |
| 5Y | +105.9% | -55.0% | +160.9% | +102.0% |
| All | +105.9% | -54.7% | +160.7% | +102.0% |
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