+68.0%
CL vs Z
+25.1%
+42.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.4% |
| 7D | -2.2% | -3.0% | +0.8% | -2.1% |
| 30D | -4.8% | -4.2% | -0.7% | -4.7% |
| 3M | +4.9% | -3.7% | +8.6% | +4.9% |
| 6M | -5.7% | -24.5% | +18.8% | -4.9% |
| YTD | +14.4% | -49.3% | +63.7% | +16.9% |
| 1Y | +8.7% | -58.7% | +67.4% | +12.0% |
| 3Y | +30.0% | -34.1% | +64.1% | +30.5% |
| 5Y | +28.4% | -64.5% | +92.9% | +30.3% |
| 10Y | +50.1% | -0.5% | +50.6% | +35.4% |
| All | +68.0% | +25.1% | +42.9% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling