+103.2%
CB vs Z
-55.4%
+158.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.7% |
| 7D | +0.2% | -4.6% | +4.8% | +0.4% |
| 30D | +9.1% | +8.3% | +0.7% | +8.6% |
| 3M | +3.4% | -11.6% | +15.0% | +3.8% |
| 6M | +14.1% | -33.6% | +47.7% | +15.6% |
| YTD | +18.0% | -56.7% | +74.7% | +21.5% |
| 1Y | +30.1% | -59.1% | +89.3% | +34.2% |
| 3Y | +71.8% | -20.4% | +92.1% | +69.7% |
| All | +103.2% | -55.4% | +158.6% | +99.5% |
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