+205.4%
CTVA vs Z
-29.8%
+235.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | -1.0% | -13.1% | +12.1% | +0.8% |
| 30D | -8.7% | +5.9% | -14.6% | -9.7% |
| 3M | +6.4% | -13.7% | +20.1% | +7.9% |
| 6M | -1.9% | -27.1% | +25.2% | +1.5% |
| YTD | +21.5% | -56.8% | +78.3% | +34.2% |
| 1Y | +24.3% | -60.2% | +84.5% | +38.7% |
| 3Y | +91.8% | -19.7% | +111.5% | +87.4% |
| 5Y | +78.4% | -53.7% | +132.1% | +82.3% |
| All | +205.4% | -29.8% | +235.3% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling