+37.6%
CL vs Z
-21.1%
+58.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -2.0% |
| 7D | +1.3% | -4.6% | +5.9% | +1.5% |
| 30D | +11.4% | +8.3% | +3.0% | +11.0% |
| 3M | +4.4% | -11.6% | +16.0% | +4.9% |
| 6M | +10.8% | -33.6% | +44.4% | +12.0% |
| YTD | +25.1% | -56.7% | +81.8% | +28.0% |
| 1Y | +28.0% | -59.1% | +87.1% | +31.1% |
| 3Y | +37.6% | -20.4% | +58.0% | +38.5% |
| All | +37.6% | -21.1% | +58.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling