+34.8%
CF vs ZBH
+11.3%
+23.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.5% | -17.9% | -3.5% |
| 7D | -6.9% | +14.3% | -21.1% | -6.0% |
| 30D | -3.7% | +20.3% | -24.0% | -2.9% |
| 3M | -5.0% | +15.3% | -20.2% | -4.2% |
| 6M | -10.5% | +33.9% | -44.4% | -9.4% |
| YTD | +46.5% | +23.5% | +23.0% | +47.9% |
| 1Y | +34.8% | +7.9% | +26.9% | +35.5% |
| All | +34.8% | +11.3% | +23.5% | +35.5% |
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 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