+85.0%
COR vs ZBH
-0.3%
+85.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.2% |
| 7D | +7.8% | -2.3% | +10.1% | +8.2% |
| 30D | +7.0% | +12.5% | -5.5% | +5.1% |
| 3M | +16.3% | +3.9% | +12.3% | +15.4% |
| 6M | +41.3% | +25.4% | +15.9% | +37.0% |
| YTD | +7.1% | +15.7% | -8.6% | +4.7% |
| 1Y | -0.8% | +15.2% | -16.0% | -2.9% |
| 3Y | +85.0% | +0.3% | +84.6% | +92.7% |
| All | +85.0% | -0.3% | +85.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling