+237.0%
CFG vs Z
-11.7%
+248.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.8% | +2.2% |
| 7D | +0.3% | -5.2% | +5.4% | +1.2% |
| 30D | +3.2% | +5.7% | -2.5% | +1.6% |
| 3M | -9.7% | -8.7% | -1.0% | -8.8% |
| 6M | +3.6% | -26.0% | +29.6% | +8.8% |
| YTD | +14.7% | -55.0% | +69.7% | +32.3% |
| 1Y | +29.6% | -58.0% | +87.6% | +51.4% |
| 3Y | +190.6% | -15.2% | +205.7% | +183.2% |
| 5Y | +67.1% | -53.8% | +120.9% | +75.6% |
| 10Y | +237.0% | -14.5% | +251.5% | +145.6% |
| All | +237.0% | -11.7% | +248.7% | +145.6% |
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 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