+216.7%
CTVA vs ZBH
-10.4%
+227.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -4.5% | -4.7% | +0.2% | -2.8% |
| 30D | +11.3% | -4.5% | +15.8% | +13.2% |
| 3M | +12.3% | +7.6% | +4.7% | +8.9% |
| 6M | +7.2% | +0.3% | +6.9% | +6.0% |
| YTD | +26.0% | +4.5% | +21.5% | +22.4% |
| 1Y | +16.0% | -9.4% | +25.4% | +18.1% |
| 3Y | +73.9% | -21.5% | +95.4% | +84.9% |
| 5Y | +103.8% | -28.4% | +132.2% | +119.7% |
| All | +216.7% | -10.4% | +227.1% | +231.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling