+1,056.5%
CCJ vs ZBH
-16.2%
+1,072.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -4.0% | -4.7% | +0.6% | -2.7% |
| 30D | -2.4% | -4.5% | +2.1% | -1.1% |
| 3M | -2.3% | +7.6% | -9.9% | -5.1% |
| 6M | -16.2% | +0.3% | -16.5% | -17.0% |
| YTD | +5.7% | +4.5% | +1.1% | +3.0% |
| 1Y | +21.3% | -9.4% | +30.6% | +22.7% |
| 3Y | +159.4% | -21.5% | +180.9% | +171.0% |
| 5Y | +300.7% | -28.4% | +329.1% | +326.6% |
| All | +1,056.5% | -16.2% | +1,072.6% | +960.2% |
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 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