+257.6%
CP vs Z
-11.7%
+269.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.5% |
| 7D | +2.8% | -5.2% | +7.9% | +3.4% |
| 30D | +11.3% | +5.7% | +5.6% | +10.2% |
| 3M | +2.9% | -8.7% | +11.6% | +3.6% |
| 6M | +9.8% | -26.0% | +35.7% | +13.4% |
| YTD | +28.5% | -55.0% | +83.6% | +41.5% |
| 1Y | +33.5% | -58.0% | +91.5% | +48.2% |
| 3Y | +31.9% | -15.2% | +47.1% | +29.3% |
| 5Y | +25.5% | -53.8% | +79.3% | +28.8% |
| 10Y | +257.6% | -14.5% | +272.1% | +208.4% |
| All | +257.6% | -11.7% | +269.2% | +208.4% |
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