-14.1%
CPRT vs ZBH
-31.2%
+17.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.2% |
| 7D | -8.4% | -6.6% | -1.9% | -6.4% |
| 30D | +4.6% | -4.9% | +9.5% | +6.3% |
| 3M | -1.9% | +5.1% | -7.1% | -3.6% |
| 6M | -15.3% | +1.3% | -16.7% | -16.2% |
| YTD | -21.5% | +3.4% | -24.8% | -22.9% |
| 1Y | -36.6% | -8.7% | -27.9% | -35.6% |
| 3Y | -31.2% | -21.2% | -10.0% | -26.9% |
| 5Y | -14.1% | -29.2% | +15.1% | -10.3% |
| All | -14.1% | -31.2% | +17.0% | -10.3% |
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 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