+141.0%
CI vs ZBH
-18.0%
+158.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.1% | -4.9% | +3.8% | +0.8% |
| 30D | +0.5% | -3.2% | +3.7% | +1.7% |
| 3M | -5.2% | +5.8% | -11.0% | -7.7% |
| 6M | +4.3% | +2.0% | +2.4% | +2.5% |
| YTD | +2.8% | +5.8% | -3.0% | -0.6% |
| 1Y | -5.8% | -7.9% | +2.1% | -4.4% |
| 3Y | +4.7% | -19.4% | +24.1% | +10.2% |
| 5Y | +42.7% | -29.5% | +72.2% | +55.4% |
| 10Y | +141.0% | -15.5% | +156.5% | +128.7% |
| All | +141.0% | -18.0% | +158.9% | +128.7% |
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