+206.6%
CFG vs ZBH
+19.2%
+187.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.7% |
| 7D | +1.6% | -2.1% | +3.8% | +2.8% |
| 30D | +3.3% | +13.6% | -10.3% | -4.5% |
| 3M | -11.5% | +7.1% | -18.6% | -15.8% |
| 6M | +6.2% | +26.1% | -19.9% | -8.7% |
| YTD | +14.3% | +17.2% | -3.0% | +1.2% |
| 1Y | +26.7% | +17.4% | +9.4% | +12.0% |
| 3Y | +187.8% | +2.0% | +185.7% | +162.7% |
| 5Y | +61.3% | -15.0% | +76.3% | +62.4% |
| All | +206.6% | +19.2% | +187.4% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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