+110.9%
CF vs ZBH
-16.1%
+127.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +4.8% | -2.3% | +7.0% | +5.0% |
| 30D | +4.7% | +12.5% | -7.8% | +2.8% |
| 3M | +7.4% | +3.9% | +3.5% | +6.6% |
| 6M | +0.6% | +25.4% | -24.8% | -3.0% |
| YTD | +64.1% | +15.7% | +48.4% | +59.4% |
| 1Y | +51.4% | +15.2% | +36.2% | +47.0% |
| 3Y | +67.8% | +0.3% | +67.5% | +65.7% |
| All | +110.9% | -16.1% | +127.0% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling