+471.5%
CF vs Z
-16.5%
+487.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | +4.8% | +0.8% | +3.9% | +4.6% |
| 30D | +4.7% | +5.2% | -0.5% | +3.5% |
| 3M | +7.4% | -17.0% | +24.5% | +9.0% |
| 6M | +0.6% | -22.7% | +23.3% | +2.6% |
| YTD | +64.1% | -56.3% | +120.4% | +79.7% |
| 1Y | +51.4% | -57.7% | +109.1% | +66.2% |
| 3Y | +67.8% | -16.5% | +84.4% | +61.6% |
| 5Y | +114.1% | -53.4% | +167.5% | +115.9% |
| All | +471.5% | -16.5% | +487.9% | +300.9% |
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