+15.0%
CI vs Z
-59.6%
+74.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | -1.3% | -13.1% | +11.8% | -0.7% |
| 30D | +6.4% | +5.9% | +0.5% | +6.6% |
| 3M | +10.7% | -13.7% | +24.4% | +10.6% |
| 6M | +5.5% | -27.1% | +32.6% | +4.7% |
| YTD | +11.4% | -56.8% | +68.2% | +11.4% |
| 1Y | +15.0% | -60.2% | +75.2% | +15.5% |
| All | +15.0% | -59.6% | +74.6% | +15.5% |
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