-56.3%
Z vs CPB
-31.3%
-25.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.3% |
| 7D | -4.6% | +8.0% | -12.5% | -5.5% |
| 30D | +8.3% | +22.4% | -14.1% | +5.8% |
| 3M | -11.6% | +2.5% | -14.1% | -12.4% |
| 6M | -33.6% | +12.2% | -45.9% | -34.5% |
| YTD | -56.7% | -12.8% | -43.9% | -57.1% |
| 1Y | -59.1% | -19.2% | -40.0% | -59.5% |
| 3Y | -20.4% | -35.6% | +15.2% | -20.9% |
| All | -56.3% | -31.3% | -25.0% | -60.1% |
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