-0.9%
Z vs CPB
-47.3%
+46.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.1% |
| 7D | -3.0% | -8.6% | +5.6% | -3.0% |
| 30D | -4.2% | -7.2% | +3.1% | -4.2% |
| 3M | -3.7% | +0.9% | -4.6% | -3.6% |
| 6M | -24.5% | -11.8% | -12.7% | -24.8% |
| YTD | -49.3% | -19.4% | -29.9% | -49.6% |
| 1Y | -58.7% | -30.4% | -28.3% | -59.1% |
| 3Y | -34.1% | -40.2% | +6.0% | -35.2% |
| 5Y | -64.5% | -39.5% | -25.0% | -65.0% |
| All | -0.9% | -47.3% | +46.4% | +3.6% |
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