+929.1%
CI vs ZBH
+287.8%
+641.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +1.3% | -2.8% | +4.1% | +2.5% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | +0.7% | +13.4% | -12.8% | -4.9% |
| 6M | +0.3% | +3.0% | -2.6% | -1.9% |
| YTD | +3.8% | +9.7% | -5.8% | -1.3% |
| 1Y | -5.5% | -5.4% | -0.1% | -5.1% |
| 3Y | +8.1% | -15.6% | +23.7% | +11.4% |
| 5Y | +42.8% | -28.1% | +70.9% | +53.8% |
| 10Y | +143.9% | -15.2% | +159.1% | +132.3% |
| All | +929.1% | +287.8% | +641.3% | +498.5% |
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 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