-53.6%
Z vs CPB
-18.4%
-35.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.9% | +3.5% | +7.3% |
| 7D | +10.2% | +13.0% | -2.8% | +5.9% |
| 30D | +23.7% | +20.5% | +3.2% | +16.8% |
| 3M | -6.6% | +2.2% | -8.8% | -8.9% |
| 6M | -23.0% | +15.4% | -38.4% | -25.6% |
| YTD | -50.3% | -12.3% | -38.0% | -53.6% |
| 1Y | -53.6% | -18.0% | -35.6% | -56.4% |
| All | -53.6% | -18.4% | -35.1% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling