+32.0%
CTVA vs Z
-54.2%
+86.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +3.1% |
| 7D | +8.2% | +10.2% | -2.0% | +8.1% |
| 30D | -1.0% | +23.7% | -24.7% | -0.8% |
| 3M | +4.6% | -6.6% | +11.1% | +4.5% |
| 6M | +0.5% | -23.0% | +23.5% | +0.2% |
| YTD | +22.7% | -50.3% | +73.0% | +25.0% |
| 1Y | +32.0% | -53.6% | +85.5% | +35.2% |
| All | +32.0% | -54.2% | +86.1% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling