+50.2%
CG vs Z
-21.1%
+71.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.2% |
| 7D | -1.2% | -4.6% | +3.4% | +0.3% |
| 30D | +5.0% | +8.3% | -3.3% | +1.7% |
| 3M | -18.2% | -11.6% | -6.6% | -15.3% |
| 6M | -20.7% | -33.6% | +12.9% | -9.9% |
| YTD | -31.4% | -56.7% | +25.3% | -10.5% |
| 1Y | -22.3% | -59.1% | +36.9% | +3.2% |
| 3Y | +50.2% | -20.4% | +70.5% | +55.6% |
| All | +50.2% | -21.1% | +71.2% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling