+21.3%
CNH vs ZBH
-9.5%
+30.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.2% |
| 7D | -2.5% | -6.6% | +4.1% | -0.6% |
| 30D | +27.0% | -4.9% | +31.9% | +28.8% |
| 3M | +32.6% | +5.1% | +27.5% | +30.6% |
| 6M | +23.6% | +1.3% | +22.2% | +23.0% |
| YTD | +47.8% | +3.4% | +44.5% | +46.6% |
| 1Y | +21.3% | -8.7% | +30.0% | +18.5% |
| All | +21.3% | -9.5% | +30.8% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling