+159.5%
CVE vs ZBH
-16.1%
+175.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.8% |
| 7D | +5.9% | -2.3% | +8.2% | +6.3% |
| 30D | -10.9% | +12.5% | -23.3% | -13.0% |
| 3M | -4.5% | +3.9% | -8.4% | -5.4% |
| 6M | -1.0% | +25.4% | -26.4% | -6.2% |
| YTD | +74.7% | +15.7% | +59.0% | +67.4% |
| 1Y | +65.8% | +15.2% | +50.6% | +58.9% |
| 3Y | +73.2% | +0.3% | +72.8% | +68.7% |
| All | +159.5% | -16.1% | +175.6% | +176.9% |
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