+87.9%
CL vs Z
+9.5%
+78.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.6% | +10.6% | +0.4% |
| 7D | +5.9% | -2.3% | +8.2% | +6.0% |
| 30D | +13.8% | +9.4% | +4.4% | +13.3% |
| 3M | +6.4% | -16.1% | +22.5% | +7.0% |
| 6M | +15.6% | -30.4% | +46.1% | +17.0% |
| YTD | +27.9% | -55.6% | +83.5% | +31.3% |
| 1Y | +31.4% | -58.5% | +89.9% | +35.2% |
| 3Y | +41.4% | -19.6% | +61.0% | +40.7% |
| 5Y | +42.8% | -54.1% | +96.9% | +43.3% |
| 10Y | +79.7% | -12.1% | +91.7% | +62.7% |
| All | +87.9% | +9.5% | +78.3% | +65.4% |
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