+580.6%
CF vs ZBH
-15.7%
+596.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.9% |
| 7D | +6.0% | -2.8% | +8.8% | +7.1% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +14.1% | +13.4% | +0.6% | +8.2% |
| 6M | +28.5% | +3.0% | +25.6% | +25.5% |
| YTD | +74.9% | +9.7% | +65.3% | +66.3% |
| 1Y | +61.7% | -5.4% | +67.1% | +61.2% |
| 3Y | +80.3% | -15.6% | +95.9% | +84.1% |
| 5Y | +226.0% | -28.1% | +254.1% | +249.6% |
| All | +580.6% | -15.7% | +596.3% | +537.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling