-14.0%
COMP vs Z
-55.0%
+41.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.8% | +1.9% | +2.4% |
| 7D | +14.5% | -5.2% | +19.7% | +19.3% |
| 30D | +14.9% | +5.7% | +9.2% | +8.4% |
| 3M | -14.2% | -8.7% | -5.5% | -9.1% |
| 6M | +23.7% | -26.0% | +49.7% | +56.6% |
| YTD | +2.1% | -55.0% | +57.1% | +98.7% |
| 1Y | +26.2% | -58.0% | +84.2% | +158.9% |
| 3Y | +470.9% | -15.2% | +486.1% | +444.1% |
| 5Y | -14.0% | -53.8% | +39.8% | +28.2% |
| All | -14.0% | -55.0% | +41.0% | +28.2% |
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 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