+216.5%
CP vs Z
+25.1%
+191.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.6% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 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% | +9.5% |
| YTD | +24.9% | -49.3% | +74.2% | +36.3% |
| 1Y | +20.1% | -58.7% | +78.8% | +34.6% |
| 3Y | +16.4% | -34.1% | +50.5% | +18.6% |
| 5Y | +31.7% | -64.5% | +96.3% | +40.0% |
| 10Y | +223.9% | -0.5% | +224.3% | +156.4% |
| All | +216.5% | +25.1% | +191.4% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling