+13.2%
CNH vs ZBH
-31.0%
+44.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +1.8% | -4.9% | +6.7% | +4.1% |
| 30D | +32.6% | -3.2% | +35.9% | +34.5% |
| 3M | +29.4% | +5.8% | +23.6% | +25.8% |
| 6M | +26.0% | +2.0% | +24.0% | +24.0% |
| YTD | +52.2% | +5.8% | +46.4% | +47.3% |
| 1Y | +23.9% | -7.9% | +31.8% | +25.9% |
| 3Y | +10.1% | -19.4% | +29.5% | +17.8% |
| 5Y | +13.2% | -29.5% | +42.7% | +22.5% |
| All | +13.2% | -31.0% | +44.1% | +22.5% |
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 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