+568.0%
CF vs Z
-14.9%
+582.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.0% |
| 7D | -3.2% | -4.6% | +1.4% | -2.9% |
| 30D | +4.3% | +8.3% | -4.0% | +2.7% |
| 3M | +2.8% | -11.6% | +14.4% | +3.5% |
| 6M | +0.6% | -33.6% | +34.3% | +4.8% |
| YTD | +56.6% | -56.7% | +113.3% | +71.8% |
| 1Y | +49.6% | -59.1% | +108.7% | +65.2% |
| 3Y | +61.5% | -20.4% | +81.9% | +56.7% |
| 5Y | +124.0% | -55.3% | +179.2% | +127.5% |
| All | +568.0% | -14.9% | +582.9% | +374.0% |
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