+131.2%
CTVA vs Z
-31.4%
+162.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -2.3% | -22.0% | -24.0% |
| 7D | -23.7% | -4.9% | -18.8% | -23.1% |
| 30D | -31.2% | +3.0% | -34.2% | -31.6% |
| 3M | -18.7% | -13.4% | -5.3% | -17.6% |
| 6M | -25.5% | -27.3% | +1.8% | -22.9% |
| YTD | -8.0% | -57.8% | +49.8% | +2.0% |
| 1Y | -7.0% | -60.0% | +53.0% | +3.8% |
| 3Y | +45.2% | -21.5% | +66.7% | +42.4% |
| 5Y | +32.3% | -55.0% | +87.2% | +35.8% |
| All | +131.2% | -31.4% | +162.6% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling