+303.4%
CFG vs Z
+25.1%
+278.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.4% |
| 7D | +1.5% | -3.0% | +4.5% | +2.1% |
| 30D | -3.8% | -4.2% | +0.4% | -3.3% |
| 3M | +11.5% | -3.7% | +15.2% | +11.6% |
| 6M | +19.2% | -24.5% | +43.7% | +24.8% |
| YTD | +23.7% | -49.3% | +73.0% | +39.6% |
| 1Y | +38.8% | -58.7% | +97.5% | +62.7% |
| 3Y | +178.9% | -34.1% | +213.0% | +187.9% |
| 5Y | +101.8% | -64.5% | +166.3% | +121.1% |
| 10Y | +317.3% | -0.5% | +317.8% | +209.1% |
| All | +303.4% | +25.1% | +278.3% | +184.9% |
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