+34.3%
CP vs Z
-64.8%
+99.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.6% |
| 7D | -2.7% | -3.0% | +0.3% | -2.3% |
| 30D | +0.2% | -4.2% | +4.3% | +0.6% |
| 3M | +2.6% | -3.7% | +6.3% | +2.7% |
| 6M | +6.0% | -24.5% | +30.5% | +9.2% |
| YTD | +24.9% | -49.3% | +74.2% | +35.2% |
| 1Y | +20.1% | -58.7% | +78.8% | +33.3% |
| 3Y | +16.4% | -34.1% | +50.5% | +18.9% |
| All | +34.3% | -64.8% | +99.1% | +31.0% |
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