+1,496.0%
CLS vs Z
+6.9%
+1,489.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | -22.2% | -4.6% | -17.6% | -21.6% |
| 30D | -44.4% | +8.3% | -52.7% | -45.9% |
| 3M | -34.3% | -11.6% | -22.7% | -33.7% |
| 6M | -50.1% | -33.6% | -16.4% | -46.5% |
| YTD | -30.1% | -56.7% | +26.6% | -18.6% |
| 1Y | -39.3% | -59.1% | +19.8% | -28.5% |
| 3Y | +732.7% | -20.4% | +753.1% | +729.3% |
| 5Y | +1,777.2% | -55.3% | +1,832.5% | +1,898.8% |
| 10Y | +1,645.6% | -14.2% | +1,659.8% | +1,307.7% |
| All | +1,496.0% | +6.9% | +1,489.1% | +1,128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling