+89.6%
CL vs Z
-16.5%
+106.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.7% |
| 7D | +3.2% | +0.8% | +2.4% | +3.2% |
| 30D | +8.0% | +5.2% | +2.9% | +7.8% |
| 3M | +7.9% | -17.0% | +24.9% | +8.4% |
| 6M | +14.7% | -22.7% | +37.4% | +15.5% |
| YTD | +29.2% | -56.3% | +85.5% | +32.2% |
| 1Y | +29.5% | -57.7% | +87.2% | +32.7% |
| 3Y | +40.7% | -16.5% | +57.2% | +40.0% |
| 5Y | +43.9% | -53.4% | +97.3% | +44.2% |
| All | +89.6% | -16.5% | +106.1% | +78.1% |
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