+38.2%
CFG vs ZBH
-8.1%
+46.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | -4.5% | -3.2% | -1.3% | -4.0% |
| 3M | +6.3% | +5.8% | +0.5% | +5.1% |
| 6M | +20.6% | +2.0% | +18.6% | +19.5% |
| YTD | +21.2% | +5.8% | +15.5% | +19.9% |
| 1Y | +38.2% | -7.9% | +46.1% | +34.1% |
| All | +38.2% | -8.1% | +46.3% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling