+242.9%
CRM vs Z
+16.2%
+226.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.0% | -7.1% | +2.1% | -3.1% |
| 30D | +23.6% | -4.8% | +28.4% | +25.2% |
| 3M | +39.6% | -9.3% | +48.9% | +43.0% |
| 6M | +23.4% | -29.0% | +52.4% | +33.9% |
| YTD | -7.4% | -52.9% | +45.5% | +11.3% |
| 1Y | -2.3% | -63.1% | +60.8% | +24.3% |
| 3Y | +10.5% | -36.9% | +47.4% | +17.6% |
| 5Y | -4.7% | -65.5% | +60.8% | +9.2% |
| 10Y | +234.7% | -3.9% | +238.6% | +164.3% |
| All | +242.9% | +16.2% | +226.6% | +135.2% |
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