-18.3%
ZBH vs CG
+321.9%
-340.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.6% |
| 7D | -6.6% | -9.8% | +3.3% | -3.8% |
| 30D | -4.9% | -10.3% | +5.4% | -2.1% |
| 3M | +5.1% | -1.7% | +6.8% | +5.1% |
| 6M | +1.3% | -9.8% | +11.2% | +3.4% |
| YTD | +3.4% | -25.6% | +29.0% | +10.6% |
| 1Y | -8.7% | -32.5% | +23.8% | +0.1% |
| 3Y | -21.2% | +45.6% | -66.9% | -36.3% |
| 5Y | -29.2% | +3.7% | -32.9% | -38.6% |
| All | -18.3% | +321.9% | -340.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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