-14.0%
Z vs CPB
-37.5%
+23.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.7% | -11.4% | -10.7% |
| 7D | -2.3% | +11.6% | -13.8% | -2.5% |
| 30D | +9.4% | +23.3% | -14.0% | +8.9% |
| 3M | -16.1% | +1.6% | -17.7% | -16.5% |
| 6M | -30.4% | +13.9% | -44.4% | -30.6% |
| YTD | -55.6% | -11.7% | -43.9% | -56.1% |
| 1Y | -58.5% | -18.2% | -40.3% | -59.1% |
| 3Y | -19.6% | -35.2% | +15.5% | -21.6% |
| 5Y | -54.1% | -30.5% | -23.6% | -54.9% |
| All | -14.0% | -37.5% | +23.6% | -14.3% |
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