-16.0%
Z vs CAPR
-68.2%
+52.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.9% | +4.4% | -5.2% |
| 7D | -6.5% | +7.6% | -14.1% | -6.7% |
| 30D | -0.1% | +13.3% | -13.4% | -0.6% |
| 3M | -14.1% | +130.4% | -144.5% | -17.0% |
| 6M | -30.1% | -70.8% | +40.8% | -29.1% |
| YTD | -57.5% | -69.3% | +11.7% | -57.2% |
| 1Y | -60.3% | +59.5% | -119.9% | -65.0% |
| 3Y | -21.0% | +216.8% | -237.8% | -36.1% |
| 5Y | -54.9% | +152.7% | -207.6% | -64.0% |
| 10Y | -16.0% | -68.2% | +52.2% | -37.0% |
| All | -16.0% | -68.2% | +52.2% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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