+371.9%
COF vs ZBH
+274.1%
+97.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | -2.7% | -4.9% | +2.3% | +0.2% |
| 30D | -3.4% | -3.2% | -0.1% | -1.5% |
| 3M | +15.4% | +5.8% | +9.6% | +11.0% |
| 6M | +14.4% | +2.0% | +12.4% | +11.5% |
| YTD | -12.0% | +5.8% | -17.8% | -16.3% |
| 1Y | -3.7% | -7.9% | +4.2% | -2.2% |
| 3Y | +121.1% | -19.4% | +140.4% | +134.4% |
| 5Y | +47.8% | -29.5% | +77.3% | +67.5% |
| 10Y | +250.3% | -15.5% | +265.9% | +241.0% |
| All | +371.9% | +274.1% | +97.8% | +118.1% |
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