+320.1%
CG vs Z
-11.7%
+331.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.8% | +2.8% | +5.5% |
| 7D | +3.0% | -5.2% | +8.2% | +4.6% |
| 30D | +10.1% | +5.7% | +4.4% | +8.1% |
| 3M | -10.8% | -8.7% | -2.1% | -9.0% |
| 6M | -15.2% | -26.0% | +10.8% | -8.8% |
| YTD | -26.9% | -55.0% | +28.1% | -10.5% |
| 1Y | -17.0% | -58.0% | +40.9% | +3.3% |
| 3Y | +54.6% | -15.2% | +69.8% | +55.2% |
| 5Y | -16.7% | -53.8% | +37.1% | -7.9% |
| 10Y | +320.1% | -14.5% | +334.6% | +249.3% |
| All | +320.1% | -11.7% | +331.8% | +249.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling