+49.0%
CCL vs ZBH
-19.7%
+68.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -4.4% | -4.9% | +0.5% | -2.9% |
| 30D | -18.2% | -3.2% | -15.0% | -17.4% |
| 3M | -17.7% | +5.8% | -23.5% | -19.2% |
| 6M | -13.0% | +2.0% | -15.0% | -13.8% |
| YTD | -24.5% | +5.8% | -30.3% | -25.9% |
| 1Y | -26.9% | -7.9% | -19.0% | -26.1% |
| All | +49.0% | -19.7% | +68.7% | +54.0% |
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