+158.2%
CF vs Z
+22.6%
+135.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.4% | -13.8% | -5.7% |
| 7D | -6.9% | +10.2% | -17.0% | -8.2% |
| 30D | -3.7% | +23.7% | -27.4% | -6.9% |
| 3M | -5.0% | -6.6% | +1.6% | -4.8% |
| 6M | -10.5% | -23.0% | +12.5% | -8.2% |
| YTD | +46.5% | -50.3% | +96.8% | +59.0% |
| 1Y | +34.8% | -53.6% | +88.4% | +47.6% |
| 3Y | +46.7% | -10.1% | +56.7% | +40.0% |
| 5Y | +112.0% | -49.8% | +161.8% | +112.7% |
| 10Y | +529.7% | -1.6% | +531.3% | +330.7% |
| All | +158.2% | +22.6% | +135.6% | +60.6% |
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