+85.5%
CHRW vs ZBH
-20.1%
+105.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.3% |
| 7D | +1.9% | -5.2% | +7.2% | +2.8% |
| 30D | +0.9% | -2.4% | +3.3% | +1.3% |
| 3M | -19.9% | +8.3% | -28.1% | -21.1% |
| 6M | -15.8% | +0.7% | -16.5% | -16.1% |
| YTD | -5.6% | +5.3% | -10.9% | -6.7% |
| 1Y | +21.0% | -9.1% | +30.1% | +22.5% |
| All | +85.5% | -20.1% | +105.6% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling