+330.5%
CFG vs ZBH
+19.4%
+311.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | -2.4% | +1.6% | +0.6% |
| 30D | +3.1% | +16.6% | -13.5% | -5.7% |
| 3M | -9.7% | +10.8% | -20.5% | -15.5% |
| 6M | +6.7% | +35.8% | -29.1% | -11.6% |
| YTD | +15.2% | +20.5% | -5.3% | +1.0% |
| 1Y | +28.8% | +22.7% | +6.0% | +11.6% |
| 3Y | +190.1% | +4.9% | +185.2% | +162.4% |
| 5Y | +63.4% | -12.8% | +76.2% | +62.5% |
| 10Y | +219.8% | +22.7% | +197.1% | +159.4% |
| All | +330.5% | +19.4% | +311.1% | +242.2% |
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