+272.4%
CFG vs Z
+4.8%
+267.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.7% |
| 7D | +0.7% | -6.5% | +7.2% | +1.9% |
| 30D | +2.8% | -0.1% | +2.9% | +2.3% |
| 3M | -10.1% | -14.1% | +4.0% | -8.1% |
| 6M | +3.2% | -30.1% | +33.2% | +9.4% |
| YTD | +14.2% | -57.5% | +71.7% | +32.7% |
| 1Y | +27.4% | -60.3% | +87.7% | +49.9% |
| 3Y | +187.6% | -21.0% | +208.6% | +184.8% |
| 5Y | +65.7% | -54.9% | +120.6% | +74.9% |
| 10Y | +219.7% | -16.0% | +235.7% | +144.1% |
| All | +272.4% | +4.8% | +267.6% | +170.8% |
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