+89.9%
CVE vs ZBH
+106.0%
-16.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.8% |
| 7D | +2.5% | -2.8% | +5.3% | +4.1% |
| 30D | +16.7% | -0.1% | +16.8% | +16.6% |
| 3M | +9.3% | +13.4% | -4.2% | +0.2% |
| 6M | +43.6% | +3.0% | +40.6% | +37.6% |
| YTD | +93.6% | +9.7% | +83.9% | +77.8% |
| 1Y | +98.8% | -5.4% | +104.2% | +95.6% |
| 3Y | +73.6% | -15.6% | +89.2% | +76.3% |
| 5Y | +312.5% | -28.1% | +340.6% | +347.0% |
| 10Y | +161.0% | -15.2% | +176.3% | +156.0% |
| All | +89.9% | +106.0% | -16.0% | +1.6% |
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