+134.5%
CCL vs ZBH
+1.0%
+133.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.5% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +10.3% | +13.6% | -3.2% | +6.4% |
| 3M | +6.6% | +7.1% | -0.5% | +4.4% |
| 6M | +20.0% | +26.1% | -6.1% | +12.1% |
| YTD | -1.9% | +17.2% | -19.1% | -6.6% |
| 1Y | +10.4% | +17.4% | -6.9% | +5.0% |
| All | +134.5% | +1.0% | +133.5% | +101.4% |
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