-16.1%
Z vs CAPR
-68.5%
+52.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.6% |
| 7D | -4.6% | +41.1% | -45.6% | -5.6% |
| 30D | +8.3% | +11.1% | -2.8% | +7.9% |
| 3M | -11.6% | +115.3% | -126.9% | -14.4% |
| 6M | -33.6% | -73.8% | +40.2% | -32.5% |
| YTD | -56.7% | -68.8% | +12.1% | -56.3% |
| 1Y | -59.1% | +43.3% | -102.4% | -63.7% |
| 3Y | -20.4% | +214.7% | -235.1% | -35.6% |
| 5Y | -55.3% | +141.3% | -196.5% | -64.2% |
| All | -16.1% | -68.5% | +52.5% | -36.7% |
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