+33.7%
CFG vs Z
-54.2%
+87.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +1.1% |
| 7D | +1.8% | +10.2% | -8.4% | +0.4% |
| 30D | +3.3% | +23.7% | -20.4% | +0.3% |
| 3M | -9.8% | -6.6% | -3.3% | -9.5% |
| 6M | +5.2% | -23.0% | +28.2% | +8.6% |
| YTD | +16.1% | -50.3% | +66.4% | +25.8% |
| 1Y | +33.7% | -53.6% | +87.2% | +46.7% |
| All | +33.7% | -54.2% | +87.8% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling