-59.1%
Z vs CPB
-19.1%
-40.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.0% |
| 7D | -4.6% | +8.0% | -12.5% | -7.0% |
| 30D | +8.3% | +22.4% | -14.1% | +2.1% |
| 3M | -11.6% | +2.5% | -14.1% | -13.8% |
| 6M | -33.6% | +12.2% | -45.9% | -35.8% |
| YTD | -56.7% | -12.8% | -43.9% | -59.5% |
| 1Y | -59.1% | -19.2% | -40.0% | -61.4% |
| All | -59.1% | -19.1% | -40.0% | -61.4% |
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