+208.3%
CF vs Z
+25.1%
+183.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.9% |
| 7D | +6.0% | -3.0% | +9.0% | +6.4% |
| 30D | +14.8% | -4.2% | +19.0% | +15.2% |
| 3M | +14.1% | -3.7% | +17.8% | +13.9% |
| 6M | +28.5% | -24.5% | +53.0% | +32.1% |
| YTD | +74.9% | -49.3% | +124.2% | +90.3% |
| 1Y | +61.7% | -58.7% | +120.4% | +80.9% |
| 3Y | +80.3% | -34.1% | +114.5% | +81.7% |
| 5Y | +226.0% | -64.5% | +290.5% | +247.0% |
| 10Y | +569.9% | -0.5% | +570.3% | +359.2% |
| All | +208.3% | +25.1% | +183.2% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling