+19.4%
ZBH vs CPB
-40.8%
+60.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -2.1% | -5.8% | +3.7% | -1.3% |
| 30D | +13.6% | +16.5% | -2.9% | +11.3% |
| 3M | +7.1% | -1.1% | +8.2% | +7.1% |
| 6M | +26.1% | +11.5% | +14.6% | +24.2% |
| YTD | +17.2% | -15.7% | +33.0% | +19.1% |
| 1Y | +17.4% | -24.7% | +42.0% | +20.8% |
| 3Y | +2.0% | -37.3% | +39.3% | +6.9% |
| 5Y | -15.0% | -35.0% | +20.1% | -11.3% |
| All | +19.4% | -40.8% | +60.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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