+1,761.1%
CLS vs Z
-19.5%
+1,780.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.6% |
| 7D | -13.9% | -6.5% | -7.4% | -12.7% |
| 30D | -38.2% | -0.1% | -38.1% | -38.8% |
| 3M | -28.8% | -14.1% | -14.7% | -27.8% |
| 6M | -40.4% | -30.1% | -10.3% | -36.9% |
| YTD | -24.3% | -57.5% | +33.3% | -11.2% |
| 1Y | -35.0% | -60.3% | +25.3% | -22.6% |
| 3Y | +778.7% | -21.0% | +799.7% | +776.6% |
| 5Y | +1,884.8% | -54.9% | +1,939.7% | +2,010.9% |
| 10Y | +1,761.1% | -16.0% | +1,777.1% | +1,404.8% |
| All | +1,761.1% | -19.5% | +1,780.6% | +1,404.8% |
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