+68.1%
COST vs Z
-37.2%
+105.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -2.8% | -7.1% | +4.3% | -2.2% |
| 30D | -5.3% | -4.8% | -0.5% | -4.9% |
| 3M | -6.7% | -9.3% | +2.7% | -6.2% |
| 6M | -9.9% | -29.0% | +19.0% | -7.7% |
| YTD | +5.1% | -52.9% | +58.0% | +12.1% |
| 1Y | -7.3% | -63.1% | +55.8% | +1.4% |
| All | +68.1% | -37.2% | +105.3% | +72.1% |
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 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