+337.5%
COP vs ZBH
-17.1%
+354.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.4% |
| 7D | +1.0% | -6.6% | +7.5% | +4.0% |
| 30D | +9.6% | -4.9% | +14.5% | +11.8% |
| 3M | +15.0% | +5.1% | +9.9% | +11.3% |
| 6M | +21.8% | +1.3% | +20.4% | +18.5% |
| YTD | +49.6% | +3.4% | +46.3% | +44.0% |
| 1Y | +49.9% | -8.7% | +58.6% | +51.2% |
| 3Y | +22.6% | -21.2% | +43.8% | +29.6% |
| 5Y | +193.6% | -29.2% | +222.8% | +217.6% |
| All | +337.5% | -17.1% | +354.7% | +293.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling