+39.6%
CNH vs ZBH
+47.0%
-7.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -2.9% |
| 7D | +6.4% | -2.1% | +8.5% | +7.6% |
| 30D | -1.6% | +13.6% | -15.2% | -7.7% |
| 3M | +11.6% | +7.1% | +4.5% | +7.3% |
| 6M | +12.5% | +26.1% | -13.6% | -0.2% |
| YTD | +31.1% | +17.2% | +13.9% | +19.7% |
| 1Y | +17.0% | +17.4% | -0.4% | +6.7% |
| 3Y | +28.7% | +2.0% | +26.7% | +21.9% |
| 5Y | -17.4% | -15.0% | -2.4% | -15.8% |
| 10Y | +105.0% | +19.4% | +85.6% | +77.0% |
| All | +39.6% | +47.0% | -7.4% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling