+250.7%
CP vs Z
-19.5%
+270.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.3% | +0.5% |
| 7D | +2.8% | -6.5% | +9.3% | +3.6% |
| 30D | +11.0% | -0.1% | +11.2% | +10.7% |
| 3M | +3.8% | -14.1% | +18.0% | +5.5% |
| 6M | +9.5% | -30.1% | +39.5% | +14.0% |
| YTD | +28.2% | -57.5% | +85.7% | +42.2% |
| 1Y | +33.0% | -60.3% | +93.3% | +48.8% |
| 3Y | +35.5% | -21.0% | +56.6% | +34.1% |
| 5Y | +25.8% | -54.9% | +80.7% | +29.5% |
| 10Y | +250.7% | -16.0% | +266.8% | +204.3% |
| All | +250.7% | -19.5% | +270.2% | +204.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling