-28.7%
CG vs Z
-64.1%
+35.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -6.4% | -7.1% | +0.6% | -4.1% |
| 30D | -7.1% | -4.8% | -2.3% | -5.6% |
| 3M | -1.6% | -9.3% | +7.8% | +1.4% |
| 6M | -8.3% | -29.0% | +20.6% | +2.0% |
| YTD | -23.8% | -52.9% | +29.1% | -4.6% |
| 1Y | -28.7% | -63.1% | +34.4% | -2.7% |
| All | -28.7% | -64.1% | +35.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling