+219.4%
CG vs Z
+25.1%
+194.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -4.3% | -3.0% | -1.3% | -3.5% |
| 30D | -5.1% | -4.2% | -0.9% | -4.1% |
| 3M | +8.7% | -3.7% | +12.4% | +9.2% |
| 6M | -9.2% | -24.5% | +15.3% | -2.9% |
| YTD | -18.9% | -49.3% | +30.4% | -3.6% |
| 1Y | -25.6% | -58.7% | +33.0% | -7.2% |
| 3Y | +57.3% | -34.1% | +91.4% | +68.5% |
| 5Y | +10.2% | -64.5% | +74.7% | +26.9% |
| 10Y | +364.2% | -0.5% | +364.7% | +258.3% |
| All | +219.4% | +25.1% | +194.3% | +118.6% |
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 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