+122.4%
CF vs Z
-54.8%
+177.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -10.6% | +16.8% | +6.7% |
| 7D | +0.4% | -2.3% | +2.7% | +0.4% |
| 30D | +2.2% | +9.4% | -7.2% | +1.4% |
| 3M | +2.1% | -16.1% | +18.2% | +2.8% |
| 6M | -6.5% | -30.4% | +23.9% | -4.8% |
| YTD | +55.6% | -55.6% | +111.2% | +64.4% |
| 1Y | +42.3% | -58.5% | +100.8% | +51.3% |
| 3Y | +55.7% | -19.6% | +75.4% | +53.9% |
| 5Y | +122.4% | -54.1% | +176.6% | +121.7% |
| All | +122.4% | -54.8% | +177.2% | +121.7% |
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