+303.7%
CCJ vs ZBH
-31.2%
+334.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.3% |
| 7D | -3.2% | -6.6% | +3.4% | -1.4% |
| 30D | -1.3% | -4.9% | +3.6% | 0.0% |
| 3M | +2.5% | +5.1% | -2.6% | +0.4% |
| 6M | -18.9% | +1.3% | -20.2% | -19.8% |
| YTD | +6.5% | +3.4% | +3.1% | +4.3% |
| 1Y | +22.8% | -8.7% | +31.5% | +24.2% |
| 3Y | +164.5% | -21.2% | +185.7% | +179.9% |
| 5Y | +303.7% | -29.2% | +332.9% | +324.7% |
| All | +303.7% | -31.2% | +334.9% | +324.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling