+223.5%
CB vs ZBH
-18.0%
+241.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -0.5% | -4.9% | +4.4% | +1.1% |
| 30D | -3.1% | -3.2% | +0.2% | -2.1% |
| 3M | +4.2% | +5.8% | -1.7% | +1.9% |
| 6M | +4.7% | +2.0% | +2.7% | +3.1% |
| YTD | +8.8% | +5.8% | +3.0% | +5.7% |
| 1Y | +22.6% | -7.9% | +30.6% | +23.9% |
| 3Y | +70.6% | -19.4% | +90.0% | +77.4% |
| 5Y | +99.4% | -29.5% | +128.9% | +113.9% |
| 10Y | +223.5% | -15.5% | +239.0% | +203.9% |
| All | +223.5% | -18.0% | +241.4% | +203.9% |
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 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