+9.2%
Z vs CPB
-31.2%
+40.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.7% | -11.4% | -10.7% |
| 7D | -2.3% | +11.6% | -13.8% | -2.7% |
| 30D | +9.4% | +23.3% | -14.0% | +8.5% |
| 3M | -16.1% | +1.6% | -17.7% | -16.5% |
| 6M | -30.4% | +13.9% | -44.4% | -30.7% |
| YTD | -55.6% | -11.7% | -43.9% | -56.0% |
| 1Y | -58.5% | -18.2% | -40.3% | -58.9% |
| 3Y | -19.6% | -35.2% | +15.5% | -20.7% |
| 5Y | -54.1% | -30.5% | -23.6% | -54.7% |
| 10Y | -12.1% | -37.1% | +25.1% | -11.9% |
| All | +9.2% | -31.2% | +40.4% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling