+10.0%
CNH vs ZBH
-19.7%
+29.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +1.8% | -4.9% | +6.7% | +3.7% |
| 30D | +32.6% | -3.2% | +35.9% | +34.2% |
| 3M | +29.4% | +5.8% | +23.6% | +26.4% |
| 6M | +26.0% | +2.0% | +24.0% | +24.5% |
| YTD | +52.2% | +5.8% | +46.4% | +48.3% |
| 1Y | +23.9% | -7.9% | +31.8% | +25.5% |
| All | +10.0% | -19.7% | +29.7% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling