-54.1%
Z vs CPB
-31.1%
-23.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.7% | -11.4% | -10.8% |
| 7D | -2.3% | +11.6% | -13.8% | -3.7% |
| 30D | +9.4% | +23.3% | -14.0% | +6.7% |
| 3M | -16.1% | +1.6% | -17.7% | -16.9% |
| 6M | -30.4% | +13.9% | -44.4% | -31.5% |
| YTD | -55.6% | -11.7% | -43.9% | -56.2% |
| 1Y | -58.5% | -18.2% | -40.3% | -58.9% |
| 3Y | -19.6% | -35.2% | +15.5% | -20.4% |
| 5Y | -54.1% | -30.5% | -23.6% | -58.3% |
| All | -54.1% | -31.1% | -23.0% | -58.3% |
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