+220.7%
CF vs Z
-64.8%
+285.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.1% |
| 7D | +6.0% | -3.0% | +9.0% | +6.2% |
| 30D | +14.8% | -4.2% | +19.0% | +15.0% |
| 3M | +14.1% | -3.7% | +17.8% | +14.1% |
| 6M | +28.5% | -24.5% | +53.0% | +30.2% |
| YTD | +74.9% | -49.3% | +124.2% | +82.6% |
| 1Y | +61.7% | -58.7% | +120.4% | +71.4% |
| 3Y | +80.3% | -34.1% | +114.5% | +81.4% |
| All | +220.7% | -64.8% | +285.5% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling