+266.7%
CFG vs Z
+9.5%
+257.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.6% | +7.5% | -1.0% |
| 7D | -2.2% | -2.3% | +0.1% | -1.9% |
| 30D | +0.4% | +9.4% | -9.0% | -1.9% |
| 3M | -12.6% | -16.1% | +3.5% | -10.3% |
| 6M | +0.6% | -30.4% | +31.0% | +6.8% |
| YTD | +12.4% | -55.6% | +68.0% | +29.6% |
| 1Y | +27.7% | -58.5% | +86.2% | +48.9% |
| 3Y | +172.4% | -19.6% | +192.0% | +168.9% |
| 5Y | +64.0% | -54.1% | +118.1% | +72.4% |
| 10Y | +252.8% | -12.1% | +264.9% | +166.9% |
| All | +266.7% | +9.5% | +257.2% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling