+150.9%
CI vs Z
-14.8%
+165.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.7% |
| 7D | -1.3% | -13.1% | +11.8% | -0.1% |
| 30D | +6.4% | +5.9% | +0.5% | +5.7% |
| 3M | +10.7% | -13.7% | +24.4% | +11.8% |
| 6M | +5.5% | -27.1% | +32.6% | +7.9% |
| YTD | +11.4% | -56.8% | +68.2% | +19.1% |
| 1Y | +15.0% | -60.2% | +75.2% | +23.9% |
| 3Y | +9.0% | -19.7% | +28.7% | +6.8% |
| 5Y | +52.0% | -53.7% | +105.7% | +53.6% |
| 10Y | +150.9% | -16.9% | +167.8% | +93.0% |
| All | +150.9% | -14.8% | +165.7% | +93.0% |
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