+43.1%
COF vs ZBH
-28.6%
+71.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.1% |
| 7D | -5.1% | -4.7% | -0.5% | -3.2% |
| 30D | -6.0% | -4.5% | -1.5% | -4.2% |
| 3M | +14.8% | +7.6% | +7.3% | +11.0% |
| 6M | +15.3% | +0.3% | +15.1% | +14.3% |
| YTD | -13.0% | +4.5% | -17.6% | -15.5% |
| 1Y | -5.7% | -9.4% | +3.7% | -3.4% |
| 3Y | +118.1% | -21.5% | +139.6% | +135.6% |
| All | +43.1% | -28.6% | +71.8% | +53.3% |
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