+169.4%
CCJ vs ZBH
-19.7%
+189.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +4.2% | -4.9% | +9.1% | +4.6% |
| 30D | +3.2% | -3.2% | +6.4% | +3.4% |
| 3M | -1.8% | +5.8% | -7.7% | -2.5% |
| 6M | -13.5% | +2.0% | -15.5% | -13.7% |
| YTD | +9.7% | +5.8% | +4.0% | +9.3% |
| 1Y | +30.0% | -7.9% | +37.9% | +31.2% |
| All | +169.4% | -19.7% | +189.1% | +189.0% |
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