+179.2%
CMS vs Z
+25.1%
+154.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | -3.6% | -4.2% | +0.6% | -3.5% |
| 3M | -1.9% | -3.7% | +1.8% | -1.9% |
| 6M | -11.0% | -24.5% | +13.5% | -10.1% |
| YTD | +0.2% | -49.3% | +49.5% | +2.9% |
| 1Y | -1.3% | -58.7% | +57.4% | +2.3% |
| 3Y | +35.9% | -34.1% | +70.1% | +36.3% |
| 5Y | +23.1% | -64.5% | +87.6% | +24.4% |
| 10Y | +117.9% | -0.5% | +118.4% | +97.0% |
| All | +179.2% | +25.1% | +154.1% | +149.4% |
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