+206.6%
CFG vs Z
-19.3%
+225.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | +1.6% | -4.9% | +6.5% | +2.6% |
| 30D | +3.3% | +3.0% | +0.3% | +2.2% |
| 3M | -11.5% | -13.4% | +1.9% | -9.7% |
| 6M | +6.2% | -27.3% | +33.5% | +11.9% |
| YTD | +14.3% | -57.8% | +72.0% | +33.6% |
| 1Y | +26.7% | -60.0% | +86.8% | +49.6% |
| 3Y | +187.8% | -21.5% | +209.3% | +184.9% |
| 5Y | +61.3% | -55.0% | +116.3% | +70.4% |
| All | +206.6% | -19.3% | +225.9% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling