+18.8%
CTVA vs Z
-64.6%
+83.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | -4.7% | -11.6% | +6.9% | -4.4% |
| 30D | +11.1% | -8.5% | +19.6% | +11.3% |
| 3M | +13.7% | -7.9% | +21.6% | +14.0% |
| 6M | +11.2% | -29.1% | +40.3% | +12.3% |
| YTD | +26.9% | -54.2% | +81.1% | +34.5% |
| 1Y | +18.8% | -63.5% | +82.4% | +35.6% |
| All | +18.8% | -64.6% | +83.4% | +35.6% |
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