-29.9%
COMP vs Z
-64.8%
+34.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +2.3% |
| 7D | +1.4% | -3.0% | +4.4% | +3.9% |
| 30D | -13.3% | -4.2% | -9.1% | -10.9% |
| 3M | +41.1% | -3.7% | +44.8% | +43.1% |
| 6M | +17.2% | -24.5% | +41.7% | +46.0% |
| YTD | +5.2% | -49.3% | +54.5% | +80.2% |
| 1Y | +18.9% | -58.7% | +77.6% | +140.3% |
| 3Y | +215.9% | -34.1% | +250.0% | +307.5% |
| All | -29.9% | -64.8% | +34.9% | -1.0% |
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