+467.4%
CF vs Z
-16.2%
+483.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +3.3% |
| 7D | +4.8% | -6.5% | +11.2% | +5.2% |
| 30D | +9.7% | -0.1% | +9.8% | +9.1% |
| 3M | +1.2% | -14.1% | +15.4% | +2.2% |
| 6M | +7.4% | -30.1% | +37.4% | +10.9% |
| YTD | +60.5% | -57.5% | +118.0% | +76.3% |
| 1Y | +50.7% | -60.3% | +111.1% | +67.0% |
| 3Y | +64.8% | -21.0% | +85.8% | +59.9% |
| 5Y | +115.8% | -54.9% | +170.7% | +118.5% |
| All | +467.4% | -16.2% | +483.6% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling