+1,751.5%
CLS vs Z
-11.7%
+1,763.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.8% | +4.1% | +7.1% |
| 7D | -10.6% | -5.2% | -5.4% | -9.7% |
| 30D | -38.4% | +5.7% | -44.2% | -39.8% |
| 3M | -29.9% | -8.7% | -21.1% | -29.7% |
| 6M | -40.6% | -26.0% | -14.7% | -37.9% |
| YTD | -24.6% | -55.0% | +30.5% | -12.6% |
| 1Y | -30.8% | -58.0% | +27.2% | -18.6% |
| 3Y | +811.7% | -15.2% | +826.9% | +796.5% |
| 5Y | +1,838.4% | -53.8% | +1,892.2% | +1,950.4% |
| 10Y | +1,751.5% | -14.5% | +1,766.0% | +1,396.1% |
| All | +1,751.5% | -11.7% | +1,763.2% | +1,396.1% |
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