+1,319.8%
COP vs ZBH
+287.8%
+1,032.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +3.0% | -2.8% | +5.8% | +4.2% |
| 30D | +17.5% | -0.1% | +17.6% | +17.4% |
| 3M | +13.4% | +13.4% | -0.1% | +6.6% |
| 6M | +17.7% | +3.0% | +14.8% | +14.3% |
| YTD | +46.6% | +9.7% | +36.9% | +38.4% |
| 1Y | +44.6% | -5.4% | +50.0% | +43.8% |
| 3Y | +20.7% | -15.6% | +36.3% | +23.0% |
| 5Y | +185.0% | -28.1% | +213.2% | +203.8% |
| 10Y | +347.0% | -15.2% | +362.2% | +331.5% |
| All | +1,319.8% | +287.8% | +1,032.0% | +736.0% |
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