+150.9%
CI vs ZBH
+20.1%
+130.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -2.4% | +1.1% | -0.4% |
| 30D | +6.4% | +16.6% | -10.2% | -0.2% |
| 3M | +10.7% | +10.8% | -0.1% | +5.8% |
| 6M | +5.5% | +35.8% | -30.3% | -7.4% |
| YTD | +11.4% | +20.5% | -9.1% | +1.8% |
| 1Y | +15.0% | +22.7% | -7.7% | +4.3% |
| 3Y | +9.0% | +4.9% | +4.1% | +2.7% |
| 5Y | +52.0% | -12.8% | +64.8% | +51.3% |
| 10Y | +150.9% | +22.7% | +128.2% | +113.3% |
| All | +150.9% | +20.1% | +130.9% | +113.3% |
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