+2,944.0%
CLS vs Z
-7.0%
+2,951.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.4% | +12.1% | +7.1% |
| 7D | +12.8% | -3.3% | +16.0% | +13.4% |
| 30D | +3.8% | -3.7% | +7.5% | +4.1% |
| 3M | -14.6% | -7.0% | -7.6% | -14.2% |
| 6M | +32.2% | -29.5% | +61.8% | +41.4% |
| YTD | +11.6% | -52.6% | +64.2% | +29.4% |
| 1Y | +35.1% | -64.0% | +99.1% | +65.9% |
| 3Y | +1,312.5% | -36.4% | +1,349.0% | +1,391.1% |
| 5Y | +3,542.1% | -65.8% | +3,607.8% | +3,958.5% |
| 10Y | +2,944.0% | -5.8% | +2,949.8% | +2,352.8% |
| All | +2,944.0% | -7.0% | +2,951.0% | +2,352.8% |
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