+137.3%
CTVA vs Z
-29.0%
+166.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +2.1% |
| 7D | -20.8% | +0.8% | -21.6% | -20.8% |
| 30D | -29.6% | +5.2% | -34.8% | -30.2% |
| 3M | -16.9% | -17.0% | +0.1% | -15.2% |
| 6M | -24.3% | -22.7% | -1.6% | -22.2% |
| YTD | -5.6% | -56.3% | +50.7% | +4.2% |
| 1Y | -4.2% | -57.7% | +53.5% | +6.1% |
| 3Y | +43.3% | -16.5% | +59.8% | +39.3% |
| 5Y | +35.7% | -53.4% | +89.1% | +38.7% |
| All | +137.3% | -29.0% | +166.3% | +60.9% |
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