+1,242.3%
CLS vs Z
-32.8%
+1,275.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | +4.6% | -3.0% | +7.6% | +5.4% |
| 30D | -13.9% | -4.2% | -9.7% | -13.1% |
| 3M | -26.6% | -3.7% | -22.9% | -26.3% |
| 6M | +15.4% | -24.5% | +39.9% | +24.1% |
| YTD | +5.7% | -49.3% | +55.0% | +26.4% |
| 1Y | +41.1% | -58.7% | +99.8% | +79.1% |
| All | +1,242.3% | -32.8% | +1,275.1% | +1,473.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling