+187.6%
CFG vs ZBH
+5.6%
+182.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +0.7% | +10.6% | -9.9% | -1.9% |
| 30D | +2.8% | +20.4% | -17.6% | -2.0% |
| 3M | -10.1% | +10.0% | -20.1% | -12.5% |
| 6M | +3.2% | +31.0% | -27.9% | -4.1% |
| YTD | +14.2% | +20.3% | -6.1% | +8.1% |
| 1Y | +27.4% | +22.2% | +5.2% | +20.1% |
| 3Y | +187.6% | +4.7% | +182.9% | +157.4% |
| All | +187.6% | +5.6% | +182.0% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling