+310.3%
CB vs Z
+9.5%
+300.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +10.0% | +0.1% |
| 7D | +2.6% | -2.3% | +4.8% | +2.7% |
| 30D | +11.2% | +9.4% | +1.8% | +10.3% |
| 3M | +5.7% | -16.1% | +21.8% | +6.8% |
| 6M | +15.9% | -30.4% | +46.3% | +18.5% |
| YTD | +20.2% | -55.6% | +75.8% | +26.7% |
| 1Y | +32.4% | -58.5% | +90.9% | +40.3% |
| 3Y | +75.5% | -19.6% | +95.1% | +72.4% |
| 5Y | +105.5% | -54.1% | +159.6% | +106.8% |
| 10Y | +258.5% | -12.1% | +270.6% | +203.5% |
| All | +310.3% | +9.5% | +300.8% | +231.1% |
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