+1,980.9%
CLS vs Z
-53.4%
+2,034.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.2% |
| 7D | +16.3% | +0.8% | +15.4% | +16.0% |
| 30D | -25.7% | +5.2% | -30.9% | -27.5% |
| 3M | -30.9% | -17.0% | -13.8% | -28.8% |
| 6M | -35.5% | -22.7% | -12.8% | -32.7% |
| YTD | -18.7% | -56.3% | +37.6% | -1.6% |
| 1Y | -17.9% | -57.7% | +39.7% | +0.2% |
| 3Y | +838.1% | -16.5% | +854.6% | +812.7% |
| All | +1,980.9% | -53.4% | +2,034.3% | +2,054.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling