+11.8%
CNH vs ZBH
+26.1%
-14.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +3.0% | -2.3% | +5.3% | +3.8% |
| 30D | -0.6% | +12.5% | -13.1% | -3.4% |
| 3M | +14.6% | +3.9% | +10.7% | +14.0% |
| 6M | +11.8% | +25.4% | -13.7% | +6.3% |
| All | +11.8% | +26.1% | -14.4% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling