+1,754.3%
CB vs ZBH
+326.1%
+1,428.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.2% |
| 30D | +7.3% | +16.6% | -9.3% | +1.0% |
| 3M | +7.0% | +10.8% | -3.8% | +2.4% |
| 6M | +16.3% | +35.8% | -19.4% | +2.8% |
| YTD | +19.7% | +20.5% | -0.7% | +9.7% |
| 1Y | +27.8% | +22.7% | +5.1% | +16.1% |
| 3Y | +72.0% | +4.9% | +67.1% | +61.3% |
| 5Y | +104.9% | -12.8% | +117.7% | +102.3% |
| 10Y | +246.7% | +22.7% | +224.0% | +185.3% |
| All | +1,754.3% | +326.1% | +1,428.2% | +732.5% |
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 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