-3.5%
CEG vs ZBH
+29.8%
-33.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +2.3% |
| 7D | +17.8% | -2.1% | +20.0% | +17.3% |
| 30D | -4.5% | +13.6% | -18.1% | -1.9% |
| 3M | +1.5% | +7.1% | -5.6% | +4.4% |
| 6M | -3.5% | +26.1% | -29.6% | -2.5% |
| All | -3.5% | +29.8% | -33.3% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling