+40.8%
CL vs Z
-56.4%
+97.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.4% |
| 7D | +2.6% | -6.5% | +9.0% | +2.8% |
| 30D | +11.8% | -0.1% | +11.9% | +11.8% |
| 3M | +5.9% | -14.1% | +20.0% | +6.3% |
| 6M | +13.3% | -30.1% | +43.4% | +14.2% |
| YTD | +27.1% | -57.5% | +84.6% | +29.6% |
| 1Y | +28.0% | -60.3% | +88.3% | +30.7% |
| 3Y | +39.4% | -21.0% | +60.4% | +39.6% |
| 5Y | +40.8% | -54.9% | +95.7% | +38.4% |
| All | +40.8% | -56.4% | +97.2% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling