+598.5%
CEG vs ZBH
-9.0%
+607.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.2% |
| 7D | +17.8% | -2.1% | +20.0% | +18.2% |
| 30D | -4.5% | +13.6% | -18.1% | -6.6% |
| 3M | +1.5% | +7.1% | -5.6% | +0.2% |
| 6M | -3.5% | +26.1% | -29.6% | -8.0% |
| YTD | -19.7% | +17.2% | -36.9% | -22.6% |
| 1Y | -19.8% | +17.4% | -37.2% | -22.7% |
| 3Y | +136.4% | +2.0% | +134.4% | +126.1% |
| All | +598.5% | -9.0% | +607.5% | +594.5% |
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