+306.8%
CFG vs ZBH
-18.0%
+324.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -0.6% | -4.9% | +4.3% | +2.2% |
| 30D | -4.5% | -3.2% | -1.3% | -2.9% |
| 3M | +6.3% | +5.8% | +0.5% | +2.2% |
| 6M | +20.6% | +2.0% | +18.6% | +17.3% |
| YTD | +21.2% | +5.8% | +15.5% | +15.1% |
| 1Y | +38.2% | -7.9% | +46.1% | +40.1% |
| 3Y | +185.9% | -19.4% | +205.3% | +204.7% |
| 5Y | +97.0% | -29.5% | +126.5% | +123.3% |
| 10Y | +306.8% | -15.5% | +322.4% | +283.9% |
| All | +306.8% | -18.0% | +324.8% | +283.9% |
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