-18.3%
ZBH vs CPB
-45.5%
+27.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -1.7% |
| 7D | -6.6% | -5.4% | -1.2% | -5.9% |
| 30D | -4.9% | -7.8% | +2.9% | -4.0% |
| 3M | +5.1% | -6.9% | +12.1% | +6.0% |
| 6M | +1.3% | -12.2% | +13.5% | +2.7% |
| YTD | +3.4% | -21.1% | +24.4% | +6.0% |
| 1Y | -8.7% | -33.5% | +24.8% | -4.5% |
| 3Y | -21.2% | -43.2% | +22.0% | -16.5% |
| 5Y | -29.2% | -40.9% | +11.7% | -25.3% |
| All | -18.3% | -45.5% | +27.1% | -14.7% |
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