+5,191.7%
CNQ vs ZBH
+269.7%
+4,922.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | +0.1% | -4.7% | +4.8% | +2.2% |
| 30D | +6.2% | -4.5% | +10.7% | +8.1% |
| 3M | +12.4% | +7.6% | +4.8% | +7.6% |
| 6M | +9.0% | +0.3% | +8.7% | +6.6% |
| YTD | +52.2% | +4.5% | +47.7% | +45.6% |
| 1Y | +65.0% | -9.4% | +74.4% | +66.2% |
| 3Y | +78.8% | -21.5% | +100.3% | +86.8% |
| 5Y | +286.0% | -28.4% | +314.4% | +310.2% |
| 10Y | +420.7% | -16.5% | +437.3% | +407.0% |
| All | +5,191.7% | +269.7% | +4,922.0% | +3,090.8% |
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