-17.4%
ZBH vs CBOE
+368.5%
-385.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.7% |
| 7D | -4.7% | -5.8% | +1.1% | -3.2% |
| 30D | -4.5% | -3.1% | -1.3% | -3.9% |
| 3M | +7.6% | -4.8% | +12.3% | +8.3% |
| 6M | +0.3% | -0.6% | +0.8% | -1.3% |
| YTD | +4.5% | +12.8% | -8.3% | -1.1% |
| 1Y | -9.4% | +19.8% | -29.2% | -16.0% |
| 3Y | -21.5% | +86.9% | -108.4% | -38.2% |
| 5Y | -28.4% | +136.5% | -164.9% | -48.7% |
| All | -17.4% | +368.5% | -385.9% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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