+41.9%
CI vs ZBH
-30.7%
+72.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.7% |
| 7D | -2.0% | -5.2% | +3.2% | -0.6% |
| 30D | -1.8% | -2.4% | +0.6% | -1.2% |
| 3M | -4.2% | +8.3% | -12.5% | -6.5% |
| 6M | +2.7% | +0.7% | +2.0% | +1.9% |
| YTD | +1.9% | +5.3% | -3.4% | -0.2% |
| 1Y | -6.3% | -9.1% | +2.8% | -4.8% |
| 3Y | +3.9% | -19.7% | +23.6% | +8.1% |
| 5Y | +41.9% | -31.3% | +73.2% | +51.6% |
| All | +41.9% | -30.7% | +72.6% | +51.6% |
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