+143.5%
CVE vs ZBH
+20.1%
+123.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | +0.1% | -2.4% | +2.5% | +1.3% |
| 30D | -10.8% | +16.6% | -27.4% | -19.1% |
| 3M | -4.3% | +10.8% | -15.2% | -11.2% |
| 6M | -1.5% | +35.8% | -37.2% | -19.5% |
| YTD | +70.7% | +20.5% | +50.2% | +46.6% |
| 1Y | +58.1% | +22.7% | +35.4% | +33.7% |
| 3Y | +69.8% | +4.9% | +65.0% | +49.0% |
| 5Y | +148.9% | -12.8% | +161.7% | +137.5% |
| 10Y | +143.5% | +22.7% | +120.8% | +112.9% |
| All | +143.5% | +20.1% | +123.5% | +112.9% |
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