+36.9%
CMS vs Z
-21.1%
+58.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.0% |
| 7D | -1.3% | -4.6% | +3.2% | -1.2% |
| 30D | +6.3% | +8.3% | -2.0% | +6.0% |
| 3M | -2.1% | -11.6% | +9.6% | -1.8% |
| 6M | -5.1% | -33.6% | +28.5% | -4.0% |
| YTD | +1.3% | -56.7% | +57.9% | +4.1% |
| 1Y | -1.4% | -59.1% | +57.7% | +1.7% |
| 3Y | +36.9% | -20.4% | +57.3% | +25.2% |
| All | +36.9% | -21.1% | +58.0% | +25.2% |
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