+295.1%
CG vs Z
-14.8%
+309.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -3.8% | -13.1% | +9.3% | 0.0% |
| 30D | +7.5% | +5.9% | +1.6% | +5.5% |
| 3M | -14.4% | -13.7% | -0.7% | -11.3% |
| 6M | -15.7% | -27.1% | +11.5% | -8.9% |
| YTD | -29.0% | -56.8% | +27.8% | -12.0% |
| 1Y | -22.1% | -60.2% | +38.1% | -1.5% |
| 3Y | +49.1% | -19.7% | +68.8% | +51.9% |
| 5Y | -18.4% | -53.7% | +35.3% | -9.6% |
| 10Y | +295.1% | -16.9% | +312.0% | +230.6% |
| All | +295.1% | -14.8% | +309.8% | +230.6% |
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