+63.4%
CFG vs Z
-54.5%
+117.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -0.8% | -13.1% | +12.3% | +2.0% |
| 30D | +3.1% | +5.9% | -2.7% | +1.5% |
| 3M | -9.7% | -13.7% | +4.0% | -7.8% |
| 6M | +6.7% | -27.1% | +33.8% | +12.5% |
| YTD | +15.2% | -56.8% | +72.0% | +34.7% |
| 1Y | +28.8% | -60.2% | +89.0% | +53.1% |
| 3Y | +190.1% | -19.7% | +209.8% | +184.4% |
| 5Y | +63.4% | -53.7% | +117.1% | +62.2% |
| All | +63.4% | -54.5% | +117.9% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling