+61.5%
CF vs ZBH
+0.1%
+61.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -3.2% | +11.7% | -14.9% | -3.7% |
| 30D | +4.3% | +19.3% | -15.0% | +3.2% |
| 3M | +2.8% | +8.9% | -6.1% | +2.3% |
| 6M | +0.6% | +28.2% | -27.5% | -1.2% |
| YTD | +56.6% | +18.4% | +38.3% | +54.4% |
| 1Y | +49.6% | +20.6% | +29.0% | +47.1% |
| 3Y | +61.5% | -0.6% | +62.1% | +63.4% |
| All | +61.5% | +0.1% | +61.4% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling