+186.1%
COR vs Z
-64.8%
+250.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.9% |
| 7D | +2.8% | -3.0% | +5.8% | +2.7% |
| 30D | +4.5% | -4.2% | +8.7% | +4.5% |
| 3M | +22.7% | -3.7% | +26.4% | +22.6% |
| 6M | -9.7% | -24.5% | +14.8% | -9.9% |
| YTD | -1.4% | -49.3% | +47.9% | -1.7% |
| 1Y | +13.9% | -58.7% | +72.6% | +13.6% |
| 3Y | +94.0% | -34.1% | +128.1% | +93.1% |
| All | +186.1% | -64.8% | +250.9% | +173.1% |
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