-23.0%
Z vs CPB
+15.0%
-38.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.9% | +3.5% | +5.8% |
| 7D | +10.2% | +13.0% | -2.8% | +2.9% |
| 30D | +23.7% | +20.5% | +3.2% | +11.8% |
| 3M | -6.6% | +2.2% | -8.8% | -9.9% |
| 6M | -23.0% | +15.4% | -38.4% | -30.5% |
| All | -23.0% | +15.0% | -38.0% | -30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling