+84.1%
CL vs Z
-14.8%
+98.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -0.8% | -13.1% | +12.3% | -0.3% |
| 30D | +9.5% | +5.9% | +3.7% | +9.3% |
| 3M | +6.8% | -13.7% | +20.4% | +7.2% |
| 6M | +14.3% | -27.1% | +41.4% | +15.3% |
| YTD | +27.0% | -56.8% | +83.8% | +30.1% |
| 1Y | +26.3% | -60.2% | +86.5% | +29.7% |
| 3Y | +39.3% | -19.7% | +59.0% | +38.8% |
| 5Y | +41.5% | -53.7% | +95.2% | +41.9% |
| 10Y | +84.1% | -16.9% | +101.0% | +72.9% |
| All | +84.1% | -14.8% | +98.9% | +72.9% |
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 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