+86.2%
CL vs Z
-19.3%
+105.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -0.8% | -4.9% | +4.1% | -0.6% |
| 30D | +9.5% | +3.0% | +6.5% | +9.3% |
| 3M | +6.6% | -13.4% | +20.1% | +7.1% |
| 6M | +13.2% | -27.3% | +40.6% | +14.2% |
| YTD | +26.9% | -57.8% | +84.6% | +30.0% |
| 1Y | +27.6% | -60.0% | +87.6% | +31.0% |
| 3Y | +39.1% | -21.5% | +60.6% | +38.8% |
| 5Y | +41.3% | -55.0% | +96.3% | +41.8% |
| All | +86.2% | -19.3% | +105.5% | +75.2% |
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