+105.2%
CTVA vs Z
-67.0%
+172.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.7% |
| 7D | -2.1% | -3.3% | +1.2% | -1.8% |
| 30D | +12.0% | -3.7% | +15.8% | +12.3% |
| 3M | +13.5% | -7.0% | +20.5% | +13.8% |
| 6M | +12.1% | -29.5% | +41.6% | +14.8% |
| YTD | +29.0% | -52.6% | +81.6% | +36.6% |
| 1Y | +18.9% | -64.0% | +82.9% | +28.9% |
| 3Y | +78.9% | -36.4% | +115.3% | +82.1% |
| 5Y | +105.2% | -65.8% | +171.0% | +98.2% |
| All | +105.2% | -67.0% | +172.2% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling