-4.4%
CVE vs ZBH
+26.8%
-31.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.9% |
| 7D | -16.1% | +11.7% | -27.8% | -13.6% |
| 30D | -10.4% | +19.3% | -29.7% | -7.3% |
| 3M | -2.4% | +8.9% | -11.3% | +0.6% |
| 6M | -4.4% | +28.2% | -32.6% | -5.2% |
| All | -4.4% | +26.8% | -31.2% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling