+129.9%
CHRW vs ZBH
+17.7%
+112.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.4% |
| 7D | +7.3% | -2.3% | +9.5% | +7.9% |
| 30D | -3.6% | +12.5% | -16.0% | -6.5% |
| 3M | -9.6% | +3.9% | -13.5% | -10.8% |
| 6M | -17.0% | +25.4% | -42.4% | -22.1% |
| YTD | -15.4% | +15.7% | -31.1% | -19.3% |
| 1Y | -10.0% | +15.2% | -25.2% | -14.0% |
| 3Y | +82.2% | +0.3% | +81.8% | +77.3% |
| 5Y | +59.4% | -16.1% | +75.4% | +60.7% |
| All | +129.9% | +17.7% | +112.2% | +114.2% |
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