+251.7%
CB vs ZBH
+17.7%
+234.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +2.9% | -2.3% | +5.2% | +3.7% |
| 30D | +7.3% | +12.5% | -5.2% | +2.8% |
| 3M | +9.4% | +3.9% | +5.5% | +7.4% |
| 6M | +19.6% | +25.4% | -5.8% | +9.8% |
| YTD | +21.5% | +15.7% | +5.8% | +13.8% |
| 1Y | +28.0% | +15.2% | +12.8% | +19.9% |
| 3Y | +74.9% | +0.3% | +74.5% | +67.4% |
| 5Y | +108.1% | -16.1% | +124.2% | +109.4% |
| All | +251.7% | +17.7% | +234.0% | +222.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling