+27.2%
CP vs Z
-53.4%
+80.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -1.0% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +9.3% | +5.2% | +4.1% | +8.3% |
| 3M | +0.5% | -17.0% | +17.5% | +2.5% |
| 6M | +10.4% | -22.7% | +33.1% | +13.4% |
| YTD | +28.7% | -56.3% | +85.0% | +42.5% |
| 1Y | +33.2% | -57.7% | +90.8% | +48.0% |
| 3Y | +38.4% | -16.5% | +55.0% | +35.8% |
| All | +27.2% | -53.4% | +80.6% | +25.5% |
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