+237.6%
CFG vs Z
-14.9%
+252.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -0.9% | -4.6% | +3.7% | -0.1% |
| 30D | +1.1% | +8.3% | -7.3% | -1.1% |
| 3M | -12.0% | -11.6% | -0.4% | -10.5% |
| 6M | -2.2% | -33.6% | +31.4% | +5.0% |
| YTD | +11.4% | -56.7% | +68.1% | +29.5% |
| 1Y | +27.8% | -59.1% | +87.0% | +50.2% |
| 3Y | +173.3% | -20.4% | +193.7% | +169.9% |
| 5Y | +62.4% | -55.3% | +117.7% | +71.8% |
| All | +237.6% | -14.9% | +252.5% | +147.7% |
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 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