-20.5%
ZBH vs CG
+48.1%
-68.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.9% |
| 7D | -4.9% | -6.4% | +1.5% | -4.2% |
| 30D | -3.2% | -7.1% | +3.8% | -2.5% |
| 3M | +5.8% | -1.6% | +7.4% | +5.9% |
| 6M | +2.0% | -8.3% | +10.3% | +2.7% |
| YTD | +5.8% | -23.8% | +29.6% | +8.6% |
| 1Y | -7.9% | -28.7% | +20.8% | -4.8% |
| All | -20.5% | +48.1% | -68.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling