-18.4%
Z vs CPB
-35.1%
+16.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.7% | -11.4% | -10.8% |
| 7D | -2.3% | +11.6% | -13.8% | -4.9% |
| 30D | +9.4% | +23.3% | -14.0% | +4.3% |
| 3M | -16.1% | +1.6% | -17.7% | -17.2% |
| 6M | -30.4% | +13.9% | -44.4% | -32.5% |
| YTD | -55.6% | -11.7% | -43.9% | -55.8% |
| 1Y | -58.5% | -18.2% | -40.3% | -58.2% |
| All | -18.4% | -35.1% | +16.8% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling