+276.0%
CB vs Z
+25.1%
+250.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | +0.5% | -3.0% | +3.5% | +0.7% |
| 30D | -3.1% | -4.2% | +1.1% | -2.9% |
| 3M | +9.0% | -3.7% | +12.7% | +9.0% |
| 6M | +2.9% | -24.5% | +27.4% | +4.6% |
| YTD | +10.1% | -49.3% | +59.4% | +15.2% |
| 1Y | +22.8% | -58.7% | +81.5% | +30.3% |
| 3Y | +73.8% | -34.1% | +107.9% | +74.4% |
| 5Y | +99.2% | -64.5% | +163.7% | +105.6% |
| 10Y | +218.2% | -0.5% | +218.7% | +167.4% |
| All | +276.0% | +25.1% | +250.9% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling