+362.4%
CFG vs ZBH
+8.7%
+353.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +1.5% | -2.8% | +4.3% | +3.2% |
| 30D | -3.8% | -0.1% | -3.7% | -3.9% |
| 3M | +11.5% | +13.4% | -1.9% | +3.1% |
| 6M | +19.2% | +3.0% | +16.2% | +15.4% |
| YTD | +23.7% | +9.7% | +14.1% | +15.2% |
| 1Y | +38.8% | -5.4% | +44.2% | +38.7% |
| 3Y | +178.9% | -15.6% | +194.5% | +189.0% |
| 5Y | +101.8% | -28.1% | +129.9% | +126.3% |
| 10Y | +317.3% | -15.2% | +332.5% | +302.5% |
| All | +362.4% | +8.7% | +353.7% | +290.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling