+626.9%
CEG vs ZBH
-17.9%
+644.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +1.3% | -4.9% | +6.2% | +2.3% |
| 30D | +8.8% | -3.2% | +12.1% | +9.5% |
| 3M | +17.0% | +5.8% | +11.1% | +15.4% |
| 6M | -8.7% | +2.0% | -10.7% | -9.5% |
| YTD | -16.4% | +5.8% | -22.2% | -17.9% |
| 1Y | -1.8% | -7.9% | +6.2% | -1.0% |
| 3Y | +175.8% | -19.4% | +195.2% | +184.7% |
| All | +626.9% | -17.9% | +644.9% | +636.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling