+32.1%
CL vs Z
-54.2%
+86.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | +2.6% |
| 7D | +7.7% | +10.2% | -2.5% | +7.0% |
| 30D | +15.2% | +23.7% | -8.4% | +14.1% |
| 3M | +7.3% | -6.6% | +13.9% | +7.1% |
| 6M | +17.0% | -23.0% | +40.0% | +15.7% |
| YTD | +28.0% | -50.3% | +78.3% | +25.8% |
| 1Y | +32.1% | -53.6% | +85.7% | +29.9% |
| All | +32.1% | -54.2% | +86.3% | +29.9% |
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 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