-16.1%
Z vs CPB
-38.3%
+22.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.4% |
| 7D | -4.6% | +8.0% | -12.5% | -4.7% |
| 30D | +8.3% | +22.4% | -14.1% | +7.9% |
| 3M | -11.6% | +2.5% | -14.1% | -11.9% |
| 6M | -33.6% | +12.2% | -45.9% | -33.7% |
| YTD | -56.7% | -12.8% | -43.9% | -57.2% |
| 1Y | -59.1% | -19.2% | -40.0% | -59.7% |
| 3Y | -20.4% | -35.6% | +15.2% | -22.2% |
| 5Y | -55.3% | -31.4% | -23.8% | -56.0% |
| All | -16.1% | -38.3% | +22.3% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling