+109.5%
CF vs Z
-55.0%
+164.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.3% |
| 7D | -0.9% | -5.2% | +4.3% | -0.7% |
| 30D | +6.9% | +5.7% | +1.2% | +6.3% |
| 3M | +4.8% | -8.7% | +13.6% | +5.0% |
| 6M | +4.7% | -26.0% | +30.6% | +6.2% |
| YTD | +56.5% | -55.0% | +111.5% | +65.1% |
| 1Y | +48.4% | -58.0% | +106.4% | +57.5% |
| 3Y | +59.1% | -15.2% | +74.3% | +56.9% |
| 5Y | +109.5% | -53.8% | +163.3% | +107.3% |
| All | +109.5% | -55.0% | +164.5% | +107.3% |
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