+93.0%
CHRW vs ZBH
-31.0%
+124.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.1% | -4.9% | +9.0% | +5.2% |
| 30D | +1.9% | -3.2% | +5.1% | +2.6% |
| 3M | -21.2% | +5.8% | -27.0% | -22.4% |
| 6M | -16.7% | +2.0% | -18.6% | -17.4% |
| YTD | -5.4% | +5.8% | -11.1% | -7.1% |
| 1Y | +21.2% | -7.9% | +29.1% | +22.4% |
| 3Y | +86.5% | -19.4% | +105.8% | +92.9% |
| 5Y | +93.0% | -29.5% | +122.5% | +96.0% |
| All | +93.0% | -31.0% | +124.0% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling