+3,972.8%
COR vs ZBH
+309.2%
+3,663.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.3% |
| 7D | +7.8% | -2.3% | +10.1% | +8.6% |
| 30D | +7.0% | +12.5% | -5.5% | +3.1% |
| 3M | +16.3% | +3.9% | +12.3% | +14.5% |
| 6M | +41.3% | +25.4% | +15.9% | +31.2% |
| YTD | +7.1% | +15.7% | -8.6% | +1.3% |
| 1Y | -0.8% | +15.2% | -16.0% | -6.1% |
| 3Y | +85.0% | +0.3% | +84.6% | +78.3% |
| 5Y | +203.9% | -16.1% | +219.9% | +204.4% |
| 10Y | +510.3% | +17.8% | +492.4% | +428.6% |
| All | +3,972.8% | +309.2% | +3,663.6% | +2,170.5% |
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