+219.9%
CTVA vs Z
-23.5%
+243.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.2% |
| 7D | -5.8% | -7.1% | +1.3% | -4.9% |
| 30D | +11.1% | -4.8% | +15.8% | +11.6% |
| 3M | +13.2% | -9.3% | +22.6% | +14.2% |
| 6M | +8.7% | -29.0% | +37.7% | +12.9% |
| YTD | +27.3% | -52.9% | +80.2% | +39.6% |
| 1Y | +18.0% | -63.1% | +81.1% | +33.8% |
| 3Y | +76.5% | -36.9% | +113.4% | +79.7% |
| 5Y | +105.1% | -65.5% | +170.6% | +120.1% |
| All | +219.9% | -23.5% | +243.4% | +115.5% |
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