+154.0%
CNH vs ZBH
-16.2%
+170.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -5.7% | -4.7% | -1.0% | -3.5% |
| 30D | +26.6% | -4.5% | +31.1% | +29.3% |
| 3M | +31.1% | +7.6% | +23.5% | +26.0% |
| 6M | +24.9% | +0.3% | +24.6% | +23.6% |
| YTD | +48.7% | +4.5% | +44.2% | +44.1% |
| 1Y | +22.2% | -9.4% | +31.6% | +25.3% |
| 3Y | +7.4% | -21.5% | +28.9% | +16.3% |
| 5Y | +10.8% | -28.4% | +39.2% | +23.2% |
| All | +154.0% | -16.2% | +170.1% | +144.2% |
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