+130.1%
CVE vs ZBH
+16.4%
+113.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.8% |
| 7D | -10.1% | +11.3% | -21.4% | -15.9% |
| 30D | -12.1% | +21.5% | -33.6% | -22.0% |
| 3M | -1.9% | +12.5% | -14.4% | -9.6% |
| 6M | -1.8% | +32.3% | -34.1% | -18.6% |
| YTD | +65.8% | +21.4% | +44.3% | +41.8% |
| 1Y | +60.8% | +23.7% | +37.1% | +35.5% |
| 3Y | +70.1% | +7.0% | +63.1% | +47.3% |
| 5Y | +134.8% | -13.2% | +148.0% | +125.4% |
| 10Y | +130.1% | +19.3% | +110.8% | +98.7% |
| All | +130.1% | +16.4% | +113.7% | +98.7% |
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