-64.8%
Z vs CPB
-39.5%
-25.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.0% |
| 7D | -3.0% | -8.6% | +5.6% | -2.6% |
| 30D | -4.2% | -7.2% | +3.1% | -3.9% |
| 3M | -3.7% | +0.9% | -4.6% | -3.5% |
| 6M | -24.5% | -11.8% | -12.7% | -24.7% |
| YTD | -49.3% | -19.4% | -29.9% | -49.5% |
| 1Y | -58.7% | -30.4% | -28.3% | -59.0% |
| 3Y | -34.1% | -40.2% | +6.0% | -34.7% |
| All | -64.8% | -39.5% | -25.3% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling