-15.3%
ZBH vs CP
+25.5%
-40.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -2.3% | +2.1% | -4.4% | -3.0% |
| 30D | +12.5% | +9.3% | +3.1% | +9.0% |
| 3M | +3.9% | +0.5% | +3.5% | +3.7% |
| 6M | +25.4% | +10.4% | +15.0% | +21.0% |
| YTD | +15.7% | +28.7% | -13.0% | +5.6% |
| 1Y | +15.2% | +33.2% | -18.0% | +3.8% |
| 3Y | +0.3% | +38.4% | -38.1% | -13.1% |
| All | -15.3% | +25.5% | -40.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling