+150.3%
CI vs Z
-19.5%
+169.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.1% | +3.1% |
| 7D | +2.6% | -6.5% | +9.1% | +3.2% |
| 30D | +7.3% | -0.1% | +7.4% | +7.2% |
| 3M | +9.5% | -14.1% | +23.6% | +10.7% |
| 6M | +6.4% | -30.1% | +36.5% | +9.3% |
| YTD | +12.0% | -57.5% | +69.5% | +20.0% |
| 1Y | +20.1% | -60.3% | +80.4% | +29.4% |
| 3Y | +9.6% | -21.0% | +30.6% | +7.6% |
| 5Y | +52.7% | -54.9% | +107.6% | +54.8% |
| 10Y | +150.3% | -16.0% | +166.3% | +92.6% |
| All | +150.3% | -19.5% | +169.8% | +92.6% |
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