-19.8%
CEG vs ZBH
+18.8%
-38.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +2.6% |
| 7D | +17.8% | -2.1% | +20.0% | +17.6% |
| 30D | -4.5% | +13.6% | -18.1% | -3.6% |
| 3M | +1.5% | +7.1% | -5.6% | +2.8% |
| 6M | -3.5% | +26.1% | -29.6% | -3.8% |
| YTD | -19.7% | +17.2% | -36.9% | -18.8% |
| 1Y | -19.8% | +17.4% | -37.2% | -18.9% |
| All | -19.8% | +18.8% | -38.5% | -18.9% |
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