-18.5%
Z vs CPB
-40.8%
+22.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -4.9% | -5.8% | +0.9% | -4.8% |
| 30D | +3.0% | +16.5% | -13.5% | +2.8% |
| 3M | -13.4% | -1.1% | -12.3% | -13.6% |
| 6M | -27.3% | +11.5% | -38.8% | -27.3% |
| YTD | -57.8% | -15.7% | -42.0% | -58.2% |
| 1Y | -60.0% | -24.7% | -35.3% | -60.6% |
| 3Y | -21.5% | -37.3% | +15.8% | -23.3% |
| 5Y | -55.0% | -35.0% | -19.9% | -55.8% |
| All | -18.5% | -40.8% | +22.3% | -16.3% |
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