+5,967.0%
CF vs ZBH
+42.5%
+5,924.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -2.8% |
| 7D | +6.0% | -2.8% | +8.8% | +7.4% |
| 30D | +14.8% | -0.1% | +14.9% | +14.8% |
| 3M | +14.1% | +13.4% | +0.6% | +6.5% |
| 6M | +28.5% | +3.0% | +25.6% | +24.4% |
| YTD | +74.9% | +9.7% | +65.3% | +63.7% |
| 1Y | +61.7% | -5.4% | +67.1% | +60.3% |
| 3Y | +80.3% | -15.6% | +95.9% | +82.9% |
| 5Y | +226.0% | -28.1% | +254.1% | +247.3% |
| 10Y | +569.9% | -15.2% | +585.1% | +508.1% |
| All | +5,967.0% | +42.5% | +5,924.5% | +2,938.3% |
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