+639.5%
CEG vs ZBH
-14.9%
+654.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.7% | +5.0% |
| 7D | +8.0% | -2.8% | +10.8% | +8.6% |
| 30D | +12.9% | -0.1% | +13.0% | +12.9% |
| 3M | +13.2% | +13.4% | -0.3% | +10.1% |
| 6M | -7.0% | +3.0% | -10.0% | -7.9% |
| YTD | -15.0% | +9.7% | -24.6% | -17.0% |
| 1Y | -2.7% | -5.4% | +2.7% | -2.4% |
| 3Y | +184.1% | -15.6% | +199.6% | +189.8% |
| All | +639.5% | -14.9% | +654.4% | +644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling