+16.9%
CCL vs ZBH
+287.8%
-271.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -5.0% | -2.8% | -2.2% | -3.4% |
| 30D | -20.3% | -0.1% | -20.3% | -20.4% |
| 3M | -15.1% | +13.4% | -28.6% | -21.8% |
| 6M | -15.1% | +3.0% | -18.1% | -17.6% |
| YTD | -21.8% | +9.7% | -31.4% | -27.2% |
| 1Y | -24.8% | -5.4% | -19.4% | -24.9% |
| 3Y | +51.9% | -15.6% | +67.4% | +57.5% |
| 5Y | +4.0% | -28.1% | +32.2% | +20.9% |
| 10Y | -42.2% | -15.2% | -27.0% | -35.3% |
| All | +16.9% | +287.8% | -271.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling