+60.7%
COP vs ZBH
+11.3%
+49.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +13.5% | -18.7% | -4.4% |
| 7D | -8.1% | +14.3% | -22.4% | -7.4% |
| 30D | +6.7% | +20.3% | -13.6% | +7.4% |
| 3M | +16.9% | +15.3% | +1.6% | +17.8% |
| 6M | +11.2% | +33.9% | -22.8% | +11.6% |
| YTD | +49.5% | +23.5% | +26.0% | +50.1% |
| 1Y | +60.7% | +7.9% | +52.8% | +60.8% |
| All | +60.7% | +11.3% | +49.4% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling