+190.1%
COP vs ZBH
-31.2%
+221.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.3% |
| 7D | -0.8% | -5.2% | +4.4% | +0.1% |
| 30D | +15.6% | -2.4% | +18.0% | +16.0% |
| 3M | +14.3% | +8.3% | +6.1% | +12.1% |
| 6M | +17.0% | +0.7% | +16.3% | +16.1% |
| YTD | +47.4% | +5.3% | +42.1% | +44.6% |
| 1Y | +52.4% | -9.1% | +61.5% | +53.9% |
| 3Y | +20.8% | -19.7% | +40.5% | +24.5% |
| All | +190.1% | -31.2% | +221.3% | +203.4% |
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