+103.0%
ZBH vs CBOE
+1,020.3%
-917.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -4.9% | -0.8% | -4.1% | -4.7% |
| 30D | -3.2% | +2.7% | -5.9% | -4.0% |
| 3M | +5.8% | +0.7% | +5.1% | +4.9% |
| 6M | +2.0% | -2.0% | +3.9% | +1.0% |
| YTD | +5.8% | +17.1% | -11.4% | -0.5% |
| 1Y | -7.9% | +26.5% | -34.4% | -15.4% |
| 3Y | -19.4% | +96.1% | -115.5% | -36.0% |
| 5Y | -29.5% | +149.3% | -178.8% | -48.5% |
| 10Y | -15.5% | +386.5% | -402.0% | -50.2% |
| All | +103.0% | +1,020.3% | -917.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling