+127.9%
CI vs Z
+6.9%
+121.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.4% |
| 7D | -1.6% | -4.6% | +3.0% | -1.2% |
| 30D | +5.4% | +8.3% | -2.9% | +4.5% |
| 3M | +7.3% | -11.6% | +18.9% | +8.2% |
| 6M | +5.3% | -33.6% | +38.9% | +8.7% |
| YTD | +8.5% | -56.7% | +65.2% | +16.0% |
| 1Y | +17.1% | -59.1% | +76.2% | +25.9% |
| 3Y | +1.4% | -20.4% | +21.8% | -0.4% |
| 5Y | +50.5% | -55.3% | +105.7% | +52.8% |
| 10Y | +168.5% | -14.2% | +182.8% | +116.2% |
| All | +127.9% | +6.9% | +121.1% | +73.9% |
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