+3,647.2%
COR vs ZBH
+287.8%
+3,359.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +2.8% | -2.8% | +5.6% | +3.6% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +22.7% | +13.4% | +9.2% | +17.8% |
| 6M | -9.7% | +3.0% | -12.7% | -11.1% |
| YTD | -1.4% | +9.7% | -11.1% | -4.9% |
| 1Y | +13.9% | -5.4% | +19.3% | +14.0% |
| 3Y | +94.0% | -15.6% | +109.5% | +97.4% |
| 5Y | +184.0% | -28.1% | +212.1% | +199.0% |
| 10Y | +406.8% | -15.2% | +422.0% | +383.6% |
| All | +3,647.2% | +287.8% | +3,359.4% | +2,029.8% |
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 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