-31.9%
CEG vs ZBH
+11.3%
-43.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +13.5% | -20.2% | -5.5% |
| 7D | -4.8% | +14.3% | -19.1% | -3.5% |
| 30D | -8.2% | +20.3% | -28.5% | -7.0% |
| 3M | -7.9% | +15.3% | -23.2% | -6.7% |
| 6M | -23.2% | +33.9% | -57.2% | -22.8% |
| YTD | -30.1% | +23.5% | -53.6% | -29.3% |
| 1Y | -31.9% | +7.9% | -39.8% | -31.2% |
| All | -31.9% | +11.3% | -43.2% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling